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"Zero-intelligence realized variance estimation."

Jim Gatheral, Roel C. A. Oomen (2010)

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DOI: 10.1007/S00780-009-0120-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jim Gatheral, Roel C. A. Oomen:
Zero-intelligence realized variance estimation. Finance Stochastics 14(2): 249-283 (2010)

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