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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international economics"
~person:"Aït-Sahalia, Yacine"
~person:"Dufour, Jean-Marie"
~subject:"Beta risk"
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High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
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