A Realized Variance for the Whole Day Based on Intermittent...

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SSRN Electronic Journal 2005

A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

Hansen, Peter Reinhard, Lunde, Asger
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.531422
File:
PDF, 493 KB
english, 2005
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