Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-invariant restrictions of volatility functionals: efficient estimation and specification tests |
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Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (English)
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21 May 2020
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specification test
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volatility functionals
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efficiency
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high-frequency data
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