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A latent factor model for forecasting realized variances
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The impacts of a smoking ban on gaming volume in a South Korea casino
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Limit Laws in Transaction-Level Asset Price Models
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Functional generalized autoregressive conditional heteroskedasticity
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TIME SERIES : A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510
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