@data{jae.2022320.0725769604, author = {Hautsch, Nikolaus and Kyj, Lada M. and Oomen, Roel C. A.}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {a-blocking-and-regularization-approach-to-highdimensional-realized-covariance-estimation}, year = {2012}, version = {1}, url = {https://journaldata.zbw.eu/dataset/a-blocking-and-regularization-approach-to-highdimensional-realized-covariance-estimation}, doi = "10.15456/jae.2022320.0725769604" }