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Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
Peluso, Stefano
;
Mira, Antonietta
;
Muliere, Pietro
- In:
Applied Stochastic Models in Business and Industry
35
(
2019
)
5
,
pp. 1282-1297
Persistent link: https://www.econbiz.de/10012272487
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