Fingerprint
Dive into the research topics of 'High-frequency covariance estimates with noisy and asynchronous financial data'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
High-frequency covariance estimates with noisy and asynchronous financial data
Yacine Aït-Sahalia, Jianqing Fan, Dacheng Xiu
Research output: Contribution to journal › Article › peer-review
120
Scopus
citations