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Research Details
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.