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Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence - MaRDI portal

Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence

From MaRDI portal
Publication:6634872

DOI10.1080/07350015.2017.1356728zbMath1548.62545MaRDI QIDQ6634872

Markus Bibinger, Peter Malec, Markus Reiss, Nikolaus Hautsch

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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