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subject:"Germany"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Usami, Takashi"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
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