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~person:"Xiu, Dacheng"
~subject:"Korrelation"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
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Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009531407
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009532682
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