Realized kernels in practice: trades and quotes

Published 2009 View Full Article

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Title
Realized kernels in practice: trades and quotes
Authors
Keywords
-
Journal
Econometrics Journal
Volume 12, Issue 3, Pages C1-C32
Publisher
Wiley
Online
2009-11-25
DOI
10.1111/j.1368-423x.2008.00275.x

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