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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo
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Otsu, Taisuke
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2017
Persistent link: https://www.econbiz.de/10011889203
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
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Audrino, Francesco
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2008
Persistent link: https://www.econbiz.de/10003903350
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