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Nonparametric estimation of structural models for high-frequency currency market data

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Author Info
Bansal, Ravi
Gallant, A. Ronald
Hussey, Robert
Tauchen, George

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 66 (1995)
Issue (Month): 1-2 ()
Pages: 251-287
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Handle: RePEc:eee:econom:v:66:y:1995:i:1-2:p:251-287

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Web page: http://www.elsevier.com/locate/jeconom

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