Biblio

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Filtres: Auteur est Asger Lunde  [Clear All Filters]
2017
Positive semidefinite integrated covariance estimation, factorizations and asynchronicityJournal articleKris Boudt, Sébastien Laurent, Asger Lunde, Rogier Quaedvlieg et Orimar Sauri, Journal of Econometrics, Volume 196, Issue 2, pp. 347-367, 2017