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)
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)