Output details
10 - Mathematical Sciences
University of Kent
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Output 0 of 0 in the submission
Article title
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
Type
D - Journal article
Title of journal
Journal of Econometrics
Article number
-
Volume number
160
Issue number
1
First page of article
58
ISSN of journal
0304-4076
Year of publication
2011
URL
-
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
S - Statistics
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-