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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze; Xiu, Dacheng - 2015
Persistent link: https://www.econbiz.de/10011419309