Art
J-GLOBAL ID：201902202612505102   Reference number：19S1257367

A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous

  • Publisher site Copy service
  • Access JDreamⅢ for advanced search and analysis.
Author (1)：
Ikeda, Shin S.

About Ikeda, Shin S.

(Department of Policy Analysis, National Graduate Institute for Policy Studies)

About Department of Policy Analysis, National Graduate Institute for Policy Studies


Material：
Journal of Econometrics

About Journal of Econometrics


Volume： 193  Issue： 1  Page： 203-214  Publication year： 2016 
JST Material Number： SCOPUS  ISSN： 0304-4076  CODEN： JECMB 
Country of issue： United Kingdom (GBR)  Language： English (EN)
Terms in the title (1)：
Terms in the title
Keywords automatically extracted from the title.
ARE

About ARE


Return to Previous Page

TOP

BOTTOM