@data{a-blocking/2010, author = {Hautsch, Nikolaus and Kyj, Lada M. and Oomen, Roel C. A.}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {a-blocking-and-regularization-approach-to-highdimensional-realized-covariance-estimation}, year = {2010}, version = {1}, url = {https://jda-test.zbw.eu/dataset/a-blocking-and-regularization-approach-to-highdimensional-realized-covariance-estimation} }