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Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
16 references·1 citing·40 second hop
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References

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69 cited
  • 2012Intra-industry trade, fragmentation and export margins: An empirical examination of sub-regional international trade16 cited
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    • 2012Econometric Analysis of Multivariate Realised QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading23 cited