scholarly journals Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation

Author(s):  
Fulvio Corsi ◽  
Stefano Peluso ◽  
Francesco Audrino
2010 ◽  
Vol 27 (4) ◽  
pp. 625-645 ◽  
Author(s):  
Nikolaus Hautsch ◽  
Lada M. Kyj ◽  
Roel C. A. Oomen

2014 ◽  
Vol 30 (3) ◽  
pp. 377-397 ◽  
Author(s):  
Fulvio Corsi ◽  
Stefano Peluso ◽  
Francesco Audrino

2015 ◽  
Author(s):  
Ami Wiesel ◽  
Teng Zhang

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