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      Estimating quadratic variation using realized variance

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      Journal of Applied Econometrics
      Wiley-Blackwell

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          Limit Theorems for Stochastic Processes

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            Stochastic Integration and Differential Equations

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              Essentials of Stochastic Finance

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                Author and article information

                Journal
                Journal of Applied Econometrics
                J. Appl. Econ.
                Wiley-Blackwell
                0883-7252
                1099-1255
                September 2002
                September 2002
                : 17
                : 5
                : 457-477
                Article
                10.1002/jae.691
                5b9bf2da-5c05-4621-b64e-1822ee0375f2
                © 2002

                http://doi.wiley.com/10.1002/tdm_license_1.1

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