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subject:"Volatility"
person:"Swanson, Norman R."
~person:"Linton, Oliver"
~isPartOf:"Cambridge working papers in economics"
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Volatility
Estimation theory
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Nichtparametrisches Verfahren
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asset pricing
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Swanson, Norman R.
Linton, Oliver
Bu, Ruijun
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Cambridge working papers in economics
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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