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VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS

✍ Scribed by Christian Yann Robert; Mathieu Rosenbaum

Book ID: 111043207
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 765 KB
Volume: 22
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00454.x

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