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Showing results 1 to 3 of 3

Issue DateTitleAuthor(s)Type
2015A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities신동완Article
2018Forecasting realized volatility: A review신동완Review
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
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