Estimating integrated variance in the presence of microstructure noise using linear regression
2013 ◽
Vol 13
(1)
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pp. 45-82
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2011 ◽
Vol 160
(1)
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pp. 145-159
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Keyword(s):
1975 ◽
Vol 4
(6)
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pp. 497-517
Keyword(s):
Keyword(s):