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Crest-Ensae Paris Tech
Crest-Ensae Paris Tech
École Polytechnique
Econometrics
Consistent estimator
Volatility (finance)
Financial economics
Estimator
3
Papers
3
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VOLATILITY ESTIMATION UNDER ENDOGENOUS MICROSTRUCTURE NOISE
2009
Christian Yann Robert
Mathieu Rosenbaum
Crest-Ensae Paris Tech
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Estimation de Volatilit e en Pr esence de Bruit de Microstructure Endog ene
2009
Christian Yann Robert
Mathieu Rosenbaum
Christian Y. Robert
Crest-Ensae Paris Tech
Timbre J
Avenue Pierre Larousse
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VOLATILITY ESTIMATION UNDER ENDOGENOUS
2009
Microstructure Noise
Christian Yann Robert
Mathieu Rosenbaum
Crest-Ensae Paris Tech
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