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scientific article; zbMATH DE number 5260088
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scientific article; zbMATH DE number 5260088

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    author
    Shengge Li
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    Shi-Ying Zhang
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    publication date
    4 April 2008
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    zbMATH DE Number
    5260088
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    zbMATH Keywords
    financial time series
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    high frequency data
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    realized bipower variation
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    realized multipower variation
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    realized volatility
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