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Journal: Risks, 2025
Volume: 13
Number: 197
Article:
Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data
Authors:
by
Jiro Akahori, Reika Kambara, Nien-Lin Liu, Maria Elvira Mancino, Tommaso Mariotti and Yukie Yasuda
Link:
https://www.mdpi.com/2227-9091/13/10/197
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