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A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper
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Document Date: 2015-04-28 07:51:00
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File Size: 1,13 MB
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A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper