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~isPartOf:"Economics letters"
~isPartOf:"MPRA Paper"
~language:"eng"
~person:"Shin, Dong-wan"
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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