PT - JOURNAL ARTICLE AU - Patrick Burns AU - Robert F Engle AU - Joseph J Mezrich TI - Correlations and Volatilities of Asynchronous Data AID - 10.3905/jod.1998.408000 DP - 1998 May 31 TA - The Journal of Derivatives PG - 7--18 VI - 5 IP - 4 4099 - https://pm-research.com/content/5/4/7.short 4100 - https://pm-research.com/content/5/4/7.full