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Items where Author is "Olhede, S. C."

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Journal Article

Olhede, S. C. and Sykulski, A. M. and Pavliotis, G. A. (2009) Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise. Multiscale Modeling and Simulation, 8 (2). pp. 393-427. ISSN 1540-3459

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