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Ilze Kalnina

2 published titles

Estimating quadratic variation consistently in the presence of correlated measurement error

1 edition

  • London School of Economics and Political Science
  • 2006
  • Details

Inference about realized volatility using infill subsampling /

1 edition

  • Suntory and Toyota International Centres for Economics and Related Disciplines
  • 2007
  • Details

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