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for the working paper

Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
Neil Shephard and Dacheng Xiu
Economics Series Working Papers from University of Oxford, Department of Economics
Read abstract and download full text files (if available) at EconPapers

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