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High-Frequency Financial Econometrics

Yacine Aït-Sahalia, Jean Jacod

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16 Books Similar to High-Frequency Financial Econometrics by Yacine Aït-Sahalia

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Closed-form likelihood expansions for multivariate diffusions by Yacine Aït-Sahalia

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Telling from discrete data whether the underlying continuous-time model is a diffusion by Yacine Aït-Sahalia

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