Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-1255|30|3|377-397

ISSN： 0883-7252

Source： JOURNAL OF APPLIED ECONOMETRICS, Vol.30, Iss.3, 2015-04, pp. : 377-397

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