Bias-corrected realized variance under dependent microstructure noise (Q543443)
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scientific article; zbMATH DE number 5909200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected realized variance under dependent microstructure noise |
scientific article; zbMATH DE number 5909200 |
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Bias-corrected realized variance under dependent microstructure noise (English)
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17 June 2011
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two time scales
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