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Journal article

Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise

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Authors


Prof Neil Shephard More by this author
Asger Lunde More by this author
Ole E. Barndorff-Nielsen More by this author
Peter R Hansen More by this author
Volume:
76
Issue:
6
Pages:
1481-1536
Publication date:
2008
URN:
uuid:6d31a2ea-e395-4626-8699-c829a4869eea
Source identifiers:
1206
Local pid:
daisy:1206

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