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Realized regression with asynchronous and noisy high frequency and high dimensional data. (2024). Mykland, Per A ; Zhang, Lan ; Chen, Dachuan.
In: Journal of Econometrics.
RePEc:eee:econom:v:239:y:2024:i:2:s030440762300132x.

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  1. Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU.
    In: Mathematics.
    RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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  2. Toward sustainable development: Revealing the dynamic impacts of the belt and road initiative on energy transition. (2024). Sharif, Arshian ; Chishti, Muhammad Zubair ; Sharma, Gagan Deep ; Xu, QI.
    In: Sustainable Development.
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  3. Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu.
    In: Working Papers.
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