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On the distribution of sums of random variables with copula-induced dependence
Gijbels, Irène, (2014)
Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
Herrmann, Klaus, (2014)
On the power and size properties of cointegration tests in the light of high-frequency stylized facts
Krauss, Christopher, (2015)