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Variation and Efficiency of High-Frequency Betas, Journal of Econometrics
Congshan Zhang, Jia Li, Viktor Todorov, George Tauchen
Zhang, Congshan, Jia Li, Viktor Todorov, and George Tauchen. 2022. Variation and Efficiency of High-Frequency Betas. Journal of Econometrics. 228(156-175)
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