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Volatility inference in the presence of both endogenous time and microstructure noise

✍ Scribed by Li, Yingying; Zhang, Zhiyuan; Zheng, Xinghua

Book ID: 122829071
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 435 KB
Volume: 123
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.04.002

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