Pages that link to "Item:Q2425171"

The following pages link to Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171):

Displaying 2 items.

• New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
• Copula estimation for nonsynchronous financial data (Q6108882) (← links)