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Some Reflections on Analysis of High-Frequency Data

Torben G. Andersen
Journal of Business & Economic Statistics
Vol. 18, No. 2 (Apr., 2000), pp. 146-153
DOI: 10.2307/1392552
Stable URL: http://www.jstor.org/stable/1392552
Page Count: 8
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Some Reflections on Analysis of High-Frequency Data
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