Estimating the covariance matrix from unsynchronized high frequency financial data

Estimating the covariance matrix from unsynchronized high frequency financial data

Bibliographic Details
Main Author:	Zhou, Bin
Format:	Working Paper
Published:	Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/47553

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