Noise reduced realized volatility: a kalman filter approach (Q3571968)

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Noise reduced realized volatility: a kalman filter approach
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    title
    Noise reduced realized volatility: a kalman filter approach (English)
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    author
    John P. Owens
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    Douglas G. Steigerwald
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    publication date
    30 June 2010
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    Mathematics Subject Classification ID
    91G70
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    62P05
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    62M20
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    zbMATH DE Number
    5728704
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