Noise reduced realized volatility: a Kalman filter approach (Q3571968)
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scientific article; zbMATH DE number 5728704
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| default for all languages | No label defined |
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| English | Noise reduced realized volatility: a Kalman filter approach |
scientific article; zbMATH DE number 5728704 |
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Noise reduced realized volatility: a kalman filter approach (English)
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30 June 2010
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0.8315242528915405
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0.7914753556251526
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0.7824910879135132
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0.7805028557777405
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0.7804243564605713
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