University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects : Discussion papers

Francesco Audrino & Fulvio Corsi

fulltext etc. no fulltext attached
abstract http://ideas.repec.org/p/usg/dp2008/2008-04.html
   
type working paper (English)
   
keywords
   
date of appearance 2008
series title 2008
publisher Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen (St. Gallen)
review not reviewed
   
citation Audrino, F., & Corsi, F. (2008). Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects: Discussion papers. 2008. St. Gallen: Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen.