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OPTIMAL WEIGHT FOR REALIZED VARIANCE BASED ON INTERMITTENT HIGH-FREQUENCY DATA

✍ Scribed by HIROKI MASUDA; TAKAYUKI MORIMOTO

Book ID: 115244579
Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 934 KB
Volume: 63
Category: Article
ISSN: 1352-4739
DOI: 10.1111/j.1468-5876.2011.00552.x

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