Estimating the covariance matrix from unsynchronized high frequency financial data
By: Bin Zhou.
Series: [Working paper / Alfred P. Sloan School of Management] -- #3807; Working paper (Sloan School of Management) -- 3807.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Published: 1995
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 19