A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component
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2013 ◽
Vol 13
(1)
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pp. 45-82
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1982 ◽
Vol 129
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pp. 89
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2009 ◽
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pp. 193-206
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2020 ◽
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pp. 9769-9780
1991 ◽
Vol 38
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pp. 160-169
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