Realized Variance in the Presence of Non-IID Microstructure...

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Realized Variance in the Presence of Non-IID Microstructure Noise

Frijns, Bart, Lehnert, Thorsten
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Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.583042
File:
PDF, 301 KB
english, 2004
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