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Item Removed: Covariance measurement in the presence of non-synchronous trading and market microstructure noise

Griffin, J.E., Oomen, R.C.A. (2009) Covariance measurement in the presence of non-synchronous trading and market microstructure noise. Journal of Econometrics, . ISSN 0304-4076. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23492)

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Item Type: Article
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Jim Griffin
Date Deposited: 04 Jan 2010 12:28 UTC
Last Modified: 16 Feb 2021 15:28 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/23492 (The current URI for this page, for reference purposes)

There is a later version of the item you are trying to access:
Griffin, Jim E., Oomen, Roel C. A. (2011) Covariance measurement in the presence of non-synchronous trading and market microstructure noise. Journal of Econometrics, 160 (1). pp. 58-68. ISSN 0304-4076. (doi:10.1016/j.jeconom.2010.03.015) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23867)

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