Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation
Keyword(s):
2010 ◽
Vol 27
(4)
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pp. 625-645
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2014 ◽
Vol 30
(3)
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pp. 377-397
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2015 ◽
Keyword(s):
2011 ◽
Vol E94-A
(2)
◽
pp. 833-837
1998 ◽
Vol 2
(2)
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pp. 75-100
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