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Inference for calendar effects in microstructure noise
Inference for calendar effects in microstructure noise
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
Yingwen Tan
,
Zhiyuan Zhang
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Journal of Time Series Analysis
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12744
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