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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Subsampling realised kernels
Subsampling realised kernels
Publication information:
Barndorff-Nielsen, Ole E., Peter Hansen, Asger Lunde, and Neil Shephard. 2011. “Subsampling Realised Kernels”.
Journal of Econometrics
160: 204-19.
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