ITEM METADATA RECORD
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

Files in This Item:
File Description Status SizeFormat
Boudt%20Kris%20Abstract%20Jump-robust%20estimation%20of%20the%20integrated%20covariance%20matrix.pdf Published 50KbAdobe PDFView/Open

 


All items in Lirias are protected by copyright, with all rights reserved.