The Econometrics of Ultra-high-frequency Data

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Publication:4799851

DOI10.1111/1468-0262.00091zbMath1056.91535OpenAlexW3121960989WikidataQ60729236 ScholiaQ60729236MaRDI QIDQ4799851

Robert F. Engle

Publication date: 2000

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w5816.pdf




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