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Estimation theory / Statistical theory / Statistical inference / Econometrics / Normal distribution / Estimator / Variance / Central limit theorem / Efficiency / Volatility / Consistent estimator / Heteroscedasticity


Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,†
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Document Date: 2016-07-08 00:04:03


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