Using the Epps effect to detect discrete processes
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- Patrick Chang & Etienne Pienaar & Tim Gebbie, 2020. "The Epps effect under alternative sampling schemes," Papers 2011.11281, arXiv.org, revised Aug 2021.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2020-06-29 (Econometrics)
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