A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns
Journal Article A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns Get access Stefano Peluso, Stefano Peluso University of Lugano Search for other works by this author on: Oxford Academic Google Scholar Fulvio Corsi, Fulvio Corsi Ca' Foscari University of Venice and City University London Search …