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type_genre:"Article in journal"
type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of empirical finance"
~person:"Dong, Yingjie"
~subject:"Börsenkurs"
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Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
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