Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence

  • Markus Bibinger, Nikolaus Hautsch, Peter Malec, Markus Reiss
  • Journal of Business and Economic Statistics, July 2017, Taylor & Francis
  • DOI: 10.1080/07350015.2017.1356728

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http://dx.doi.org/10.1080/07350015.2017.1356728