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Lan He Zhang · Study

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Lan He Zhang

1 works· latest 2005· 1 institutionscluster: provisionalORCID 0009-0006-5870-1258

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Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise2005 · 68 citations

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Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

National Bureau of Economic Research·2005·3 authors·report·Open access

68citations