On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
| Autor: | Christensen, Kim, Podolskij, Mark, Vetter, Mathias |
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| Zdroj: | In Journal of Multivariate Analysis September 2013 120:59-84 |
| Databáze: | ScienceDirect |
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