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Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

✍ Scribed by Ole E. Barndorff-Nielsen; Peter Reinhard Hansen; Asger Lunde; Neil Shephard


Book ID
111857386
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
673 KB
Volume
76
Category
Article
ISSN
0012-9682

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