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~person:"Fernandes, Marcelo"
~subject:"Volatility"
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Price discovery in a
continuous-time
setting
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
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