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Statistical theory / Estimation theory / Mathematical finance / Statistical inference / Signal processing / Stochastic volatility / Volatility / Efficiency / Bias of an estimator / Maximum likelihood estimation / Estimator / Realized kernel


Ann Inst Stat Math:673–703 DOIs10463z Optimal restricted quadratic estimator of integrated volatility Liang-Ching Lin · Meihui Guo
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Document Date: 2016-06-28 03:34:42

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File Size: 290,38 KB

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