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Title: Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading
Authors: Barndorff-Nielsen, Ole E.
Hansen, Peter Reinhard
Lunde, Asger
Shephard, Neil
Issue Date: Mar-2009
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 42 p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 37
Description: July 25, 2008
Language: eng
Text Version: publisher
RelationURI: http://gcoe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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