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~isPartOf:"Journal of econometrics"
~person:"Nyawa, Serge"
~subject:"Noise Trading"
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Nyawa, Serge
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High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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