%0 Journal Article %1 journals/csda/BoudtCC12 %A Boudt, Kris %A Cornelissen, Jonathan %A Croux, Christophe %D 2012 %J Comput. Stat. Data Anal. %K dblp %N 11 %P 2993-3005 %T Jump robust daily covariance estimation by disentangling variance and correlation components. %U http://dblp.uni-trier.de/db/journals/csda/csda56.html#BoudtCC12 %V 56

@article{journals/csda/BoudtCC12, added-at = {2022-10-02T00:00:00.000+0200}, author = {Boudt, Kris and Cornelissen, Jonathan and Croux, Christophe}, biburl = {https://www.bibsonomy.org/bibtex/22fa83d6f75fa71504f87e1870bf7ee89/dblp}, ee = {https://doi.org/10.1016/j.csda.2011.05.003}, interhash = {5df6cdf91f40f4e9050bef86028924ab}, intrahash = {2fa83d6f75fa71504f87e1870bf7ee89}, journal = {Comput. Stat. Data Anal.}, keywords = {dblp}, number = 11, pages = {2993-3005}, timestamp = {2024-04-08T13:34:03.000+0200}, title = {Jump robust daily covariance estimation by disentangling variance and correlation components.}, url = {http://dblp.uni-trier.de/db/journals/csda/csda56.html#BoudtCC12}, volume = 56, year = 2012 }