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Publications by Peter Reinhard Hansen

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading

SSRN Electronic Journal

English