Cite
HARVARD Citation
Corsi, F. et al. (2015). Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation. Journal of applied econometrics. pp. 377-397. [Online].
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Corsi, F. et al. (2015). Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation. Journal of applied econometrics. pp. 377-397. [Online].