Realized Semicovariances

Rogier Quaedvlieg, T Bollerslev, Jia Li, AJ Patton

Research output: Contribution to journal › Article › Academic › peer-review

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@article{c955a1ebc533404e84b778815178a754,

title = "Realized Semicovariances",

author = "Rogier Quaedvlieg and T Bollerslev and Jia Li and AJ Patton",

year = "2020",

doi = "10.3982/ECTA17056",

language = "Undefined/Unknown",

volume = "88",

pages = "1515--1551",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}