@misc{HautschKyjOomen2009,
  author    = {Nikolaus Hautsch and Lada M. Kyj and Roel C. A. Oomen},
  title     = {A blocking and regularization approach to high dimensional realized covariance estimation},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2009,20},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2009, 20},
  type      = {workingpaper},
  year        = {2009},
}