Discrete sine transform for multi-scale realized volatility measures (Q2893209)

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Discrete sine transform for multi-scale realized volatility measures
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    title
    Discrete sine transform for multi-scale realized volatility measures (English)
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    author
    Giuseppe Curci
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    Fulvio Corsi
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    publication date
    26 June 2012
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    zbMATH DE Number
    6050009
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    zbMATH Keywords
    high frequency data
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    realized volatility
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    market microstructure
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    bias correction
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