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type_genre:"Bibliographie enthalten"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics discussion papers"
~person:"Barndorff-Nielsen, Ole E."
~type_genre:"Working Paper"
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
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2008
Persistent link: https://www.econbiz.de/10003807445
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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
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