| _version_ |
1824457821996974080
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| author |
Zhou, Bin
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| author_facet |
Zhou, Bin
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| author_sort |
Zhou, Bin
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| collection |
MIT
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| first_indexed |
2024-09-23T08:45:20Z
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| format |
Working Paper
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| id |
mit-1721.1/47553
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| institution |
Massachusetts Institute of Technology
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| last_indexed |
2024-09-23T08:45:20Z
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| publishDate |
2009
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| publisher |
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
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| record_format |
dspace
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| spelling |
mit-1721.1/475532019-04-10T07:19:15Z Estimating the covariance matrix from unsynchronized high frequency financial data Zhou, Bin 2009-10-01T15:21:24Z 2009-10-01T15:21:24Z 1995 Working Paper estimatingcovari00zhou http://hdl.handle.net/1721.1/47553 32616515 000734534 Working paper (Sloan School of Management) ; 3807. application/pdf Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
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| spellingShingle |
Zhou, Bin
Estimating the covariance matrix from unsynchronized high frequency financial data
|
| title |
Estimating the covariance matrix from unsynchronized high frequency financial data
|
| title_full |
Estimating the covariance matrix from unsynchronized high frequency financial data
|
| title_fullStr |
Estimating the covariance matrix from unsynchronized high frequency financial data
|
| title_full_unstemmed |
Estimating the covariance matrix from unsynchronized high frequency financial data
|
| title_short |
Estimating the covariance matrix from unsynchronized high frequency financial data
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| title_sort |
estimating the covariance matrix from unsynchronized high frequency financial data
|
| url |
http://hdl.handle.net/1721.1/47553
|
| work_keys_str_mv |
AT zhoubin estimatingthecovariancematrixfromunsynchronizedhighfrequencyfinancialdata
|