Citation:
Barndorff-Nielsen, Ole E., Peter R Hansen, Asger Lunde, and Neil Shephard. 2008. “Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise.” Econometrica 76: 1481-1536.
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
