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~isPartOf:"Econometric theory"
~person:"Li, Jia"
~person:"Nielsen, Morten Ørregaard"
~subject:"Time series analysis"
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Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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