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Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators. (2012). Hilliard, Jitka.
In: Quantitative Finance.
RePEc:taf:quantf:v:12:y:2012:i:1:p:49-60.

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  50. PROBABILITY OF PRICE REVERSAL AND RELATIVE NOISE IN STOCK AND OPTION MARKETS. (1994). Yourougou, Pierre ; Khoury, Nabil ; Gendron, Michel.
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