Variation and efficiency of high-frequency betas

Variation and efficiency of high-frequency betas

Zhang, Congshan, Li, Jia, Todorov, Viktor, Tauchen, George
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Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2020.05.022
Date:
November, 2020
File:
PDF, 1.58 MB
2020
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