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Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

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Volume:
162
Pages:
149-169
Publication date:
2011-01-01
URN:
uuid:30dcb41a-0df4-4fa6-9d36-9e38a50e9691
Source identifiers:
1208
Local pid:
daisy:1208

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