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~person:"Voev, Valeri"
~person:"Podolskij, Mark"
~isPartOf:"Finance and stochastics"
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Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003939513
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