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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
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2011
Persistent link: https://www.econbiz.de/10009239349
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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2010
Persistent link: https://www.econbiz.de/10003940731
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