Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: author="Sauri, Orimar" or (type any "bookEditor issueEditor" and editor="Sauri, Orimar") Add to list Journal Article A1 open access ETF Basket-Adjusted Covariance estimation Kris Boudt (UGent) , Kirill Dragun (UGent) , Orimar Sauri and Steven Vanduffel (2023) JOURNAL OF ECONOMETRICS. 235(2). p.1144-1171 Add to list Journal Article A1 Positive semidefinite integrated covariance estimation, factorizations and asynchronicity Kris Boudt (UGent) , Sebastien Laurent, Asger Lunde, Rogier Quaedvlieg and Orimar Sauri (2017) JOURNAL OF ECONOMETRICS. 196(2). p.347-367