Ultra high frequency volatility estimation with dependent microstructure noise
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 936411 (Why is no real title available?)
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Cited in
(93)- The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility
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- ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
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