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~isPartOf:"Applied Stochastic Models in Business and Industry"
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A combined filtering approach to high‐frequency volatility estimation with mixed‐type microstructure noises
Tang, Yinfen
;
Zhang, Zhiyuan
- In:
Applied Stochastic Models in Business and Industry
35
(
2018
)
3
,
pp. 603-623
Persistent link: https://www.econbiz.de/10012272385
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