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subject:"Share price"
type_genre:"Article in journal"
~person:"Large, Jeremy"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
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Kapitaleinkommen
Estimation theory
5
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Large, Jeremy
Kumar, Dilip
13
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13
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12
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11
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11
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10
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9
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6
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6
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6
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6
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5
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5
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5
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ECONIS (ZBW)
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Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
2
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689297
Saved in:
3
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
Saved in:
4
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
5
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003178589
Saved in:
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