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Hansen, P.R. ; Lunde, A. ; Nason, J.M. The model confidence set. 2011 Econometrica. 79 453-497
Hansen, P.R., Horel, G., 2009. Quadratic Variation by Markov Chains. Working Paper.
Wu, X.Y. ; Zhao, A. ; Cheng, T.F. A real-time GARCH-MIDAS model. 2023 Finance Res. Lett.. 56 -
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