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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Schaumburg, Ernst"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"USA"
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Schaumburg, Ernst
Andersen, Torben
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009666722
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