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Smoothing Price Discovery Measures Over Time in a Continuous-Time Setting
Fruet Dias, Gustavo, Fernandes, Marcelo, Scherrer, Cristina MabelYear:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2830823
File:
PDF, 721 KB
english, 2017