Efficient high-frequency variance estimators

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Author
Saichev, Alexander
Sornette, Didier
Filimonov, Vladimir
Date
2013
Type
  • Journal Article
Publication status
published
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Journal / series
Journal of Investment Strategies
Volume
2(4)
Pages
109 - 131
Publisher
Incisive Media
Organisational unit
03738 - Sornette, Didier
Notes
Received 8 November 2012, Accepted 31 January 2013.
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