Subsampling Realised Kernels

SSRN Electronic Journal 2007

Subsampling Realised Kernels

Barndorff-Nielsen, Ole E., Hansen, Peter Reinhard, Lunde, Asger, Shephard, Neil
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Year:
2007
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.927483
File:
PDF, 548 KB
english, 2007
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