High-frequency instruments and identification-robust inference for stochastic volatility models (Q7025629)
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scientific article; zbMATH DE number 7986230
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| English | High-frequency instruments and identification-robust inference for stochastic volatility models |
scientific article; zbMATH DE number 7986230 |
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High-frequency instruments and identification-robust inference for stochastic volatility models (English)
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19 February 2025
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high-frequency data
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identification-robust test
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market microstructure noise
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realized variance
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