Title: Jump-robust estimation of the integrated covariance matrix
Authors: Boudt, Kris #
Issue Date: 2009
Conference: Seminar Finance University of Illinois at Chicago location:Chicago (USA) date:11 September 2009
Publication status: published
KU Leuven publication type: AMa
Appears in Collections:Research Center Finance, Leuven
Faculty of Economics and Business (FEB) - miscellaneous
Department of Financial Management, Campus Carolus Antwerp
# (joint) last author

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