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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
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Peluso, Stefano
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Audrino, Francesco
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2012
Persistent link: https://www.econbiz.de/10009719912
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