Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies (Q1925618)

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scientific article; zbMATH DE number 6116602
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Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
scientific article; zbMATH DE number 6116602

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    Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies (English)
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    18 December 2012
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    efficiency
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    factoring likelihood
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    realized variance
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