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~isPartOf:"Econometric theory"
~language:"eng"
~person:"Andersen, Torben"
~person:"Hegerty, Scott W."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Mehrbändiges Werk"
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Volatility
Induktive Statistik
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Andersen, Torben
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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