readme.cpa.txt
Creators:
Fulvio Corsi
;
Stefano Peluso
;
Francesco Audrino
From the dataset abstract
Motivated by the need for a positive-semidefinite estimator of multivariate realized covariance matrices, we model noisy and asynchronous ultra-high-frequency asset prices in a...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/54fd22ee-ce97-4998-91e9-01608f3dcc90/resource/8830a35a-9a2c-4b9c-b284-f298b15ecdbb/download/readme.cpa.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
