On measuring volatility of diffusion processes with high frequency data
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Publication:5958532
DOI10.1016/S0165-1765(01)00572-9zbMath0995.91043OpenAlexW2068092840MaRDI QIDQ5958532
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00572-9
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Cites Work
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