Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
Autor: | Nolte, Ingmar, Voev, Valeri |
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Zdroj: | Journal of Business & Economic Statistics, 2012 Jan 01. 30(1), 94-108. |
Databáze: | JSTOR Journals |
Externí odkaz: |