@data{jae.2022321.0720466568, author = {Corsi, Fulvio and Peluso, Stefano and Audrino, Francesco}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {missing-in-asynchronicity-a-kalmanem-approach-for-multivariate-realized-covariance-estimation}, year = {2015}, version = {1}, url = {https://journaldata.zbw.eu/dataset/missing-in-asynchronicity-a-kalmanem-approach-for-multivariate-realized-covariance-estimation}, doi = "10.15456/jae.2022321.0720466568" }