Show simple item record

Estimating the covariance matrix from unsynchronized high frequency financial data

dc.contributor.authorZhou, Binen_US
dc.date.accessioned2009-10-01T15:21:24Z
dc.date.available2009-10-01T15:21:24Z
dc.date.issued1995en_US
dc.identifierestimatingcovari00zhouen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/47553
dc.publisherCambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technologyen_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 3807.en_US
dc.titleEstimating the covariance matrix from unsynchronized high frequency financial dataen_US
dc.typeWorking Paperen_US
dc.identifier.oclc32616515en_US
dc.identifier.aleph000734534en_US


Files in this item

Thumbnail
Name:
estimatingcovari00zhou.pdf
Size:
863.3Kb
Format:
PDF
View/Open

This item appears in the following Collection(s)

Show simple item record