Research output: Working paper
Research output: Working paper
}
TY - UNPB
T1 - High-frequency Covariance Matrix Estimation Using Price Durations
AU - Nolte, Ingmar
AU - Taylor, Stephen John
AU - Zhao, Xiaolu
PY - 2018
Y1 - 2018
M3 - Working paper
BT - High-frequency Covariance Matrix Estimation Using Price Durations
ER -