Time endogeneity and an optimal weight function in pre-averaging covariance estimation
Crossref DOI link: https://doi.org/10.1007/s11203-016-9135-3
Published Online: 2016-02-25
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koike, Yuta
Funding for this research was provided by:
Japan Science and Technology Agency
Text and Data Mining valid from 2016-02-25