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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
~subject:"Time series analysis"
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Aït-Sahalia, Yacine
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Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
-
2005
Persistent link: https://www.econbiz.de/10002880802
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