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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze
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Linton, Oliver
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2006
Persistent link: https://www.econbiz.de/10003375854
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Inference about realized volatility using infill subsampling
Kalnina, Ilze
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Linton, Oliver
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2007
Persistent link: https://www.econbiz.de/10003535624
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