Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
Version of Record online: 31 MAR 2004
Volume 72, Issue 3, pages 885–925, May 2004
How to Cite
Barndorff-Nielsen, O. E. and Shephard, N. (2004), Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics. Econometrica, 72: 885–925. doi: 10.1111/j.1468-0262.2004.00515.x
- Issue online: 31 MAR 2004
- Version of Record online: 31 MAR 2004
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