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Estimating quadratic variation when quoted prices change by a constant increment

Estimating quadratic variation when quoted prices change by a constant increment

Jeremy Large

作者Jeremy Large
卷第160卷
期第1期
印刷ISSN0304-4076
文件大小335.16KB
发表时间2011
DOI10.1016/j.jeconom.2010.03.007
页码2-11

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