A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data
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| Description | |
| Author/s |
author: Yacine Aït-Sahalia |
| Publication date | November 2003 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w10111/w10111.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |