Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
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Bibliographic Record
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- Material Type
- 文書・図像類
- Author/Editor
- Kanatani, Taro
- Author Heading
- Publication, Distribution, etc.
- Publication Date
- 2007-06
- Publication Date (W3CDTF)
- 2007-06
- Periodical title
- KIER Discussion Paper
- No. or year of volume/issue
- 634
- Volume
- 634