On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes

Kim Christensen, Mark Podolskij, Mathias Vetter

Type: Article

Publication Date: 2013-05-28

Citations: 75

DOI: https://doi.org/10.1016/j.jmva.2013.05.002

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Journal of Multivariate Analysis - View

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