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Estimation theory / Statistical theory / Maximum likelihood estimation / Consistent estimator / Fisher information / Parametric model / Efficient estimator / Asymptotic theory / Volatility / Estimator


Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡
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Document Date: 2016-07-11 23:25:12


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File Size: 576,28 KB

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