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isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~person:"Hounyo, Ulrich"
~subject:"Pre-averaging"
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Journal of econometrics
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Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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