Generalized Method of Integrated Moments for High-Frequency Data (Q4613433)

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scientific article; zbMATH DE number 7010270
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Generalized Method of Integrated Moments for High-Frequency Data
scientific article; zbMATH DE number 7010270

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    Generalized Method of Integrated Moments for High-Frequency Data (English)
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    31 January 2019
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    high-frequency data
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    semimartingale
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    spot volatility
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    nonlinearity bias
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    GMM
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