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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Bollerslev, Tim"
~person:"Nelson, Daniel B."
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Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
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