A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
2013 ◽
Vol 13
(1)
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pp. 45-82
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2011 ◽
Vol 160
(1)
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pp. 145-159
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1982 ◽
Vol 129
(3)
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pp. 89
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Keyword(s):
2009 ◽
Vol 36
(3)
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pp. 193-206
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Keyword(s):
2020 ◽
Vol 9
(11)
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pp. 9769-9780