ARMA Representation of Integrated and Realized Variances

Citations

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1. repec:kap:iaecre:v:14:y:2008:i:1:p:112-124 is not listed on IDEAS
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    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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