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Bias in the estimation of non-linear transformations of the integrated variance of returns

Richard DF Harris, Cherif Guermat

    Research output: Contribution to journalArticle (Academic Journal)peer-review

    1 Citation (Scopus)
    Original languageUndefined/Unknown
    Pages (from-to)481-494
    Number of pages14
    JournalJournal of Forecasting
    Volume25
    Issue number7
    Publication statusPublished - 2006

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