@data{jae.2022320.0729962017,
author = {Noureldin, Diaa and Shephard, Neil and Sheppard, Kevin},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {multivariate-highfrequencybased-volatility-heavy-models},
year = {2012},
version = {1},
url = {https://journaldata.zbw.eu/dataset/multivariate-highfrequencybased-volatility-heavy-models},
doi = "10.15456/jae.2022320.0729962017" 
}