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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES. (2017). , Bas ; Renault, Eric ; Sarisoy, Cisil .
In: Econometric Theory.
RePEc:cup:etheor:v:33:y:2017:i:02:p:439-478_00.

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  1. Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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  2. Volatility challenges for natural resources during COVID-19 and its impact on economic development for sustainable economic repossession. (2023). He, Mingqiang ; Zhong, Kaiyang ; Wenjuan, Zhu ; Huy, Pham Quang ; Nguyen, Quang Khai ; Pham, Thanh Huong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008747.

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  3. Natural resource volatility and financial development during Covid-19: Implications for economic recovery. (2023). Chien, Fengsheng ; Chau, Ka Yin ; Hsu, Ching-Chi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300051x.

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  4. Risk and synergy of multinational enterprise mergers and acquisitions under the background of the COVID-19 pandemic. (2023). Ouyang, Wenjun ; Pang, Deliang ; Zhang, Junpeng.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:718-729.

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  5. .

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  6. Estimation for high-frequency data under parametric market microstructure noise. (2021). Potiron, Yoann ; Clinet, Simon.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00762-3.

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  7. Empirical likelihood for high frequency data. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi ; Camponovo, Lorenzo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:100320.

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  8. Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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  9. Adaptive estimation of continuous-time regression models using high-frequency data. (2017). Tauchen, George ; Todorov, Viktor ; Li, Jia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:200:y:2017:i:1:p:36-47.

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  10. Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon.
    In: Papers.
    RePEc:arx:papers:1712.01479.

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  11. Generalized Method of Integrated Moments for High?Frequency Data. (2016). Xiu, Dacheng ; Li, Jia.
    In: Econometrica.
    RePEc:wly:emetrp:v:84:y:2016:i:4:p:1613-1633.

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  12. Functional stable limit theorems for efficient spectral covolatility estimators. (2014). Bibinger, Markus ; Altmeyer, Randolf .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-005.

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