Author:
Barndorff-Nielsen Ole E.,Pollard David G.,Shephard Neil
Subject
General Economics, Econometrics and Finance,Finance
Reference64 articles.
1. The Distribution of Realized Exchange Rate Volatility
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3. Bacry, E. Delattre, M.H.S. and Muzy, J.F., Modelling microstructure noise with mutually exciting point processes. Unpublished paper, 2011
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