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Adaptive Estimation of Continuous-Time Regression Models using High-Frequency Data, Journal of Econometrics

Type

Article

Author(s)

Viktor Todorov, George Tauchen, Jia Li

Date Published

2016

Citations

Todorov, Viktor, George Tauchen, and Jia Li. 2016. Adaptive Estimation of Continuous-Time Regression Models using High-Frequency Data. Journal of Econometrics. 200: 36-47.

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