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~person:"Potiron, Yoann"
~person:"Zhang, Chuanhai"
~subject:"Asynchronous times"
~type:"article"
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Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
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