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person:"Allen, David E."
subject:"Volatility"
~isPartOf:"The review of economic studies"
~person:"Diebold, Francis X."
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On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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