# Covariance matrix estimation using HF data

**URL:** <https://discourse.julialang.org/t/covariance-matrix-estimation-using-hf-data/59440>\
**Category:** General Usage\
**Created:** [April 16, 2021, 8:48pm UTC](https://discourse.julialang.org/t/covariance-matrix-estimation-using-hf-data/59440 "2021-04-16T20:48:42Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![Shahal](https://avatars.discourse-cdn.com/v4/letter/s/958977/32.png) [@Shahal](https://discourse.julialang.org/u/Shahal)\
**Post date:** [April 16, 2021, 8:48pm UTC](https://discourse.julialang.org/t/covariance-matrix-estimation-using-hf-data/59440/1 "2021-04-16T20:48:42Z")

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Hello, can anyone guide me where I can find Julia code for the estimation of cov matrix using the Hayashi Yoshida and Fourier methods?