Jeremy Large

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimating quadratic variation when quoted prices change by a constant increment
Journal of Econometrics
2016-08-10Paper
Moving Average-Based Estimators of Integrated Variance
Econometric Reviews
2008-11-19Paper


Research outcomes over time


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