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Tao, Minjing, Wang, Yahzen, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Jian
(2011)
Large volatility matrix inference via combining low-frequency and high-frequency approaches.
Journal of the American Statistical Association, 106 (495).
pp. 1025-1040.
ISSN 0162-1459