Missing in asynchronicity a Kalman-EM approach for multivariate realized covariance estimation

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Veröffentlicht in:Journal of applied econometrics
1. Verfasser: Corsi, Fulvio (VerfasserIn)
Weitere Verfasser: Peluso, Stefano (VerfasserIn), Audrino, Francesco (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2015
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