Nolte, Ingmar and Taylor, Stephen John and Zhao, Xiaolu (2018) High-frequency Covariance Matrix Estimation Using Price Durations. Working Paper. UNSPECIFIED.
Full text not available from this repository.Item Type:
Monograph
(Working Paper)
Departments:
ID Code:
124982
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Deposited On:
02 May 2018 15:24
Refereed?:
No
Published?:
Published
Last Modified:
15 Jul 2024 07:58