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Our data says that the document:
Fulvio, Corsi ; Fulvio, Corsi ; Stefano, Peluso ; Francesco, Audrino. (2012) Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation.
In: Economics Working Paper Series. RePEc:usg:econwp:2012:02.
Full description at Econpapers
cites:
Bandi, F. and Russell, J. (2005). .Realized covariation, realized beta and microstructure noise,. Unpublished paper, Graduate School of Business, University of Chicago.
but, as far as we know, such cited document is not available on RePEc.
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