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Bollerslev, T., Medeiros, M., Patton, A. and Quaedvlieg, R. (2021). From Zero to Hero: Realized Partial (Co)Variances Journal of Econometrics, Forthcomin:.

  • Affiliated author
    Rogier Quaedvlieg
  • Publication year
    2021
  • Journal
    Journal of Econometrics