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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
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Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
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Patton, Andrew J.
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Sheppard, Kevin
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2013
Persistent link: https://www.econbiz.de/10009732799
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Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
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Patton, Andrew J.
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2019
Persistent link: https://www.econbiz.de/10012222224
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Fitting vast dimensional time-varying covariance models
Engle, Robert F.
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Shephard, Neil G.
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Sheppard, Kevin
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2008
Persistent link: https://www.econbiz.de/10003818564
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