When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility |
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When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (English)
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24 March 2022
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QMLE
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serially correlated noise
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small noise
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model selection
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uniformity
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