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Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
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Tang, Haihan
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2020
Persistent link: https://www.econbiz.de/10013203297
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
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Chen, Jia
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Linton, Oliver
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2021
Persistent link: https://www.econbiz.de/10013259517
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