Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Christensen, Kim, Kinnebrock, Silja, Podolskij, Mark
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.19645