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  • Realized kernels in practice: trades and quotes.

    Published in:
    Econometrics Journal, 2009, v. 12, n. 3, p. C1, doi. 10.1111/j.1368-423X.2008.00275.x
    By:
    • Barndorff-Nielsen, O. E.;
    • Hansen, P.Reinhard;
    • Lunde, A.;
    • Shephard, N.
    Publication type:
    Article