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~isPartOf:"Discussion paper / LSE Financial Markets Group"
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Discussion paper / LSE Financial Markets Group
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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin
;
Linton, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009552168
Saved in:
2
Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha
(
contributor
);
Linton, Oliver
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003616363
Saved in:
3
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576859
Saved in:
4
Evaluating hedge fund performance : a stochastic dominance approach
Li, Sheng
(
contributor
);
Linton, Oliver
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519985
Saved in:
5
Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-Hyun
(
contributor
);
Linton, Oliver
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003388972
Saved in:
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