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APA Citation
Buccheri, G., Bormetti, G., Corsi, F., & Lillo, F. (2021). a Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics. Journal of business & economic statistics, 39(4), 920–936. http://access.bl.uk/ark:/81055/vdc_100142342361.0x00004c