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Title: Realized regression with asynchronous and noisy high frequency and high dimensional data
Award ID(s):
2015530 2015544
PAR ID:
10553584
Author(s) / Creator(s):
; ;
Publisher / Repository:
Elsevier
Date Published:
Journal Name:
Journal of Econometrics
Volume:
239
Issue:
2
ISSN:
0304-4076
Page Range / eLocation ID:
105446
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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