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The Estimation of Leverage Effect With High-Frequency Data

✍ Scribed by Wang, Christina D.; Mykland, Per A.

Book ID: 125497089
Publisher: American Statistical Association
Year: 2014
Tongue: English
Weight: 373 KB
Volume: 109
Category: Article
ISSN: 0162-1459
DOI: 10.1080/01621459.2013.864189

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