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Book preview: Estimating the covariance matrix from unsynchronized high frequency financial data by Bin Zhou




Book info:


Author: Bin Zhou
Title: Estimating the covariance matrix from unsynchronized high frequency financial data
Publisher: Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Description:

Includes bibliographical references (p. 18-19)


Contributor: MIT Libraries
Format: txt
Size: 8 kb

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