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Journal Article
A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity
Econometric Theory
Author(s)
Date Published:
2014
Citations:
Andersen, Torben Gustav, Dobrislav Dobrev, Ernst Schaumburg. 2014. A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity. Econometric Theory. 3-59.
