Estimation for high-frequency data under parametric market microstructure noise
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Title
Estimation for high-frequency data under parametric market microstructure noise
Authors
Keywords
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Journal
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
Volume -, Issue -, Pages -
Publisher
Springer Science and Business Media LLC
Online
2020-09-17
DOI
10.1007/s10463-020-00762-3
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