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Mathematical finance / Mathematical sciences / Volatility / Estimator / Mean squared error / Realized kernel / Stochastic volatility / Statistics / Estimation theory / Statistical inference


Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data
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Document Date: 2013-01-15 18:38:20

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File Size: 281,71 KB

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Osaka / /

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Japan / /

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Osaka University / /

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empirical finance literature / /

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Osaka University / Graduate School / /

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representative / RT / /

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