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0812.3536
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Efficient covariance estimation for asynchronous noisy high-frequency data
18 December 2008
M. Bibinger
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ArXiv (abs)
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Papers citing
"Efficient covariance estimation for asynchronous noisy high-frequency data"
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On the asymptotic structure of Brownian motions with a small lead-lag effect
Yuta Koike
76
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14 Jan 2016
1