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A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity, Econometric Theory

Type

Article

Author(s)

Torben Andersen, Dobrislav Dobrev, Ernst Schaumburg

Date Published

2014

Citations

Andersen, Torben, Dobrislav Dobrev, and Ernst Schaumburg. 2014. A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity. Econometric Theory. 30: 3-59.

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