Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation
Version of Record online: 19 JAN 2014
Copyright © 2014 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 30, Issue 3, pages 377–397, April/May 2015
How to Cite
2015), Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation. J. Appl. Econ., 30: 377–397. doi: 10.1002/jae.2378., , and (
- Issue online: 13 APR 2015
- Version of Record online: 19 JAN 2014
- Manuscript Accepted: 4 DEC 2013
- Manuscript Revised: 21 NOV 2013
- Manuscript Received: 19 DEC 2012
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