"Bias-corrected realized variance under dependent microstructure noise."

Kosuke Oya (2011)

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DOI: 10.1016/J.MATCOM.2010.04.017

access: closed

type: Journal Article

metadata version: 2020-03-04

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Kosuke Oya:
Bias-corrected realized variance under dependent microstructure noise. Math. Comput. Simul. 81(7): 1290-1298 (2011)

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