Orimar Sauri

Department of Mathematical Sciences (per OpenAlex) · ORCID · OpenAlex

2 papers in scope · 2 published · 1 on the econ.EM arXiv · 34 citations · h-index 2 (over the papers listed here)

Papers

ETF Basket-Adjusted Covariance estimation

published2022 · Journal of Econometrics · 2 citations

with Kris Boudt, Kirill Dragun, Steven Vanduffel

Journal of Econometrics

Positive semidefinite integrated covariance estimation, factorizations and asynchronicity

published2016 · Journal of Econometrics · 32 citations · first circulated 2014

with Kris Boudt, Sébastien Laurent, Asger Lunde, Rogier Quaedvlieg

Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.