Does anyone have a copy of this paper? Desperately trying to find it.http://www.ems2005.no/viewpage.php?titl ... .htmlJonas AnderssonAbstractIn this paper, the problem of calculating covariances and correlationsbetween time series which are observed irregularly and at different pointsin time, is treated. In particular, the difference of first order integratedprocesses, or I(1) processes, are considered. These are relevant for stockreturns and consequently correlations of are important in e.g. portfoliooptimization. Different interpolation methods, as well as exact methods,are investigated. An unbiased method is proposed for cases where thereturn process and the process governing the times of trade are dependent.

Here it is:http://www.ems2005.no/abstract/abstracts/149467.pdf

Sorry i only pasted the link to the abstract - ill add the paper

I received a reply from the author.. he says the paper is currently in an unreadable form but he will send the poster he presented.QuoteOriginally posted by: sizzlaSorry i only pasted the link to the abstract - ill add the paper

would you be kind enough to forward me one copy?thanks a lot.EMAIL: tigerguob@hotmail.combill