BAUMANN, S.; KLYMAK, M. HighFrequencyCovariance: A Julia Package for Estimating Covariance Matrices Using High Frequency Financial Data. Journal of Statistical Software, [S. l.], v. 103, n. 14, p. 1–25, 2022. DOI: 10.18637/jss.v103.i14. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v103i14. Acesso em: 26 sep. 2022.