Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
Year: 2002
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.305583
Authors: Ole E. Barndorff-Nielsen, Neil Shephard
Institutions: Aarhus University, Harvard University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3122641841