(PDF) Estimating Quadratic Variation Consistently in the

Estimating Quadratic Variation Consistently in the Presence of Endogenous and Diurnal Measurement Error

Journal of Econometrics - Netherlands

doi 10.1016/j.jeconom.2008.09.016

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Philosophy of Science

Applied Mathematics

Date

November 1, 2008

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Publisher

Elsevier BV

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