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Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
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2014
Persistent link: https://www.econbiz.de/10010418994
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Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
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2009
Persistent link: https://www.econbiz.de/10003849539
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