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~isPartOf:"Econometric theory"
~person:"Chevallier, Julien"
~person:"Giglio, Stefano"
~person:"Lux, Thomas"
~person:"Meddahi, Nour"
~person:"Woessmann, Ludger"
~subject:"Theory"
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
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