Efficient and positive semidefinite pre-averaging realized covariance estimator
1990 ◽
Vol 38
(3)
◽
pp. 547-549
◽
1992 ◽
Vol 31
(1-4)
◽
pp. 57-70
◽
Keyword(s):
2009 ◽
Vol 79
(3)
◽
pp. 275-282
◽
2016 ◽
Vol 44
(1)
◽
pp. 59-60
◽