Cite
HARVARD Citation
Wang, J. et al. (2022). Robust covariance estimation with noisy high-frequency financial data. Journal of nonparametric statistics. 34 (4), pp. 804-830. [Online].
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Wang, J. et al. (2022). Robust covariance estimation with noisy high-frequency financial data. Journal of nonparametric statistics. 34 (4), pp. 804-830. [Online].