Original language | English |
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Pages (from-to) | 2993-3005 |
Journal | Computational Statistics and Data Analysis |
Volume | 56 |
Issue number | 11 |
DOIs | |
Publication status | Published - 2012 |
Jump robust daily covariance estimation by disentangling variance and correlation components
K.M.R. Boudt, J. Cornelissen, C. Croux
Research output: Contribution to Journal › Article › Academic › peer-review