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  • Barndorff-Nielsen, O., Shephard, N. (2002). Journal of Applied Econometrics, 17(5), 457-477.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2002
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  • 10.15456/jae.2022314.1310430567
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  • eng
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  • Collection
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  • Estimating quadratic variation using realized variance replication data (en)
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  • 1.0.0