Estimating the covariance matrix from unsynchronized high frequency financial data

Name

estimatingcovari00zhou.pdf

Size

863.39 KB

Format

Adobe PDF

Checksum (MD5)

e9345dc5bf8c153c00b0875aee749d01

Author(s)

Zhou, Bin

Date Issued

1995

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3807.

Persistent DSpace Link