Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 2225-1146 |
| Author | Barndorff-Nielsen, Ole E., Hansen, Peter Reinhard, Lunde, Asger, Shephard, Neil |
| Maintainer | CCSD |
| Last Updated | May 11, 2026, 09:56 (UTC) |
| Created | May 11, 2026, 09:56 (UTC) |
| Identifier | hal-00815564 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Department of Mathematical Sciences |
| creator | Barndorff-Nielsen, Ole E. |
| date | 2011-04-19T00:00:00 |
| harvest_object_id | 63cb89df-7451-41c9-9d7d-09f49721aacd |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2023-02-14T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2010.07.009 |
| set_spec | type:ART |