Design-free estimation of integrated covariance matrices for high-frequency data
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Publication:2078572
DOI10.1016/j.jmva.2021.104910zbMath1493.62315OpenAlexW3212057209WikidataQ114157888 ScholiaQ114157888MaRDI QIDQ2078572
Cheng Liu, Moming Wang, Ningning Xia
Publication date: 1 March 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104910
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