@misc{Hautsch2007,
  author    = {Nikolaus Hautsch},
  title     = {Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2007,25},
  number    = {July 2007},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2007, 25},
  type      = {workingpaper},
  pages     = {47},
  year        = {2007},
}