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for the working paper

Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Markus Bibinger, Nikolaus Hautsch, Peter Malec and Markus Reiss
Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge
Read abstract and download full text files (if available) at EconPapers

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RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2024-12-04