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isPartOf:"Journal of econometrics"
~subject:"Capital income"
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A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
Ikeda, Shin S.
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 203-214
Persistent link: https://www.econbiz.de/10011704791
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