1. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics. Issue 4 (2nd October 2021) Authors: Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio Journal: Journal of business & economic statistics Issue: Volume 39:Issue 4(2021) Page Start: 920 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗