PDF-JournalofEconometrics1412007323349Realizedrangebasedestimationofinteg
ThispaperwaspreviouslycirculatedunderthetitleAsymptoticTheoryforRangeBasedEstimationofIntegratedVarianceofaContinuousSemiMartingaleCorrespondingauthorTel4589486374fax4586153988Emailaddresseskicasbd
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