@article {107156,
	title = {Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading},
	journal = {Journal of Econometrics},
	volume = {162},
	year = {2011},
	pages = {149-169},
	author = {Barndorff-Nielsen, Ole E. and Hansen, Peter R and Lunde, Asger and Neil Shephard}
}
