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REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric Theory
30
(
2014
)
03
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010772971
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