Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
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Publication:5964706
DOI10.1016/j.jeconom.2015.12.005zbMath1422.91809OpenAlexW2219204516MaRDI QIDQ5964706
Su-Jin Park, Oliver B. Linton, Seok Young Hong
Publication date: 1 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://nottingham-repository.worktribe.com/output/1178758
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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