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SubsamplingrealisedkernelsOleE.Barndorff-NielsenTheT.N.ThieleCentrefo SubsamplingrealisedkernelsOleE.Barndorff-NielsenTheT.N.ThieleCentrefo

SubsamplingrealisedkernelsOleE.Barndorff-NielsenTheT.N.ThieleCentrefo - PDF document

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SubsamplingrealisedkernelsOleE.Barndorff-NielsenTheT.N.ThieleCentrefo - PPT Presentation

NeilShephardsresearchissupportedbytheUKsESRCTheOxlanguageofDoornik2001wasusedtoperformthecalculationsreportedhere1 1IntroductionHighfrequency nancialdataallowsustotrytomeasuretheexpostvariatio ID: 149616

NeilShephard'sresearchissupportedbytheUK'sESRC.TheOxlanguageofDoornik(2001)wasusedtoperformthecalculationsreportedhere.1 1IntroductionHighfrequency nancialdataallowsustotrytomeasuretheex-postvariatio

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