Estimating the covariance matrix from unsynchronized high frequency financial data

Author(s)
Zhou, Bin
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Date issued
1995
URI
http://hdl.handle.net/1721.1/47553
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
estimatingcovari00zhou
Series/Report no.
Working paper (Sloan School of Management) ; 3807.
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