Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity
Year of publication: |
2017
|
---|---|
Authors: | Boudt, Kris |
Other Persons: | Laurent, Sébastien (contributor) ; Lunde, Asger (contributor) ; Quaedvlieg, Rogier (contributor) ; Sauri, Orimar (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, 196, 347-367, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2383871 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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