Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Year of publication: |
2004
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Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 72.2004, 3, p. 885-925
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Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
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