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Date: 2015
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1053706
Description: "October 2014".
Full Text: Full Text
Authors: Bowers, Colin
Date: 2011
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/177866
Description: Purpose: To construct a simple intraday estimator of the variance of an asset that is robust to price contamination (such as market microstructure noise) and achieves the classical rate of convergence ... More
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