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The econometrics journal
Economics Papers / Economics Group, Nuffield College, University of Oxford
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Oxford University Economic and Social History Series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Realized kernels in practice: trades and quotes
Barndorff-Nielsen, O.E.
;
Hansen, P.Reinhard
;
Lunde, A.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. C1
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