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Date: 2016-08-09 02:41:45Estimator Statistics Mathematical finance Statistical theory Statistical inference Robust statistics Realized variance Efficiency Estimation theory L-estimator Variance Volatility | More accurate volatility estimation and forecasts using price durations∗ Ingmar Nolte† Stephen J. Taylor‡Add to Reading ListSource URL: www.cb.cityu.edu.hkDownload Document from Source WebsiteFile Size: 1,29 MBShare Document on Facebook |
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