Department of Economics and Business Economics

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Volume159
Issue1
Pages (from-to)116-133
ISSN0304-4076
DOIs
Publication statusPublished - 2010

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