Reprint of: Nonparametric estimation for high-frequency data incorporating trading information

Journal of Econometrics 2026

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Authors: Wenhao Cui, Jie Hu, Jiandong Wang

DOI: 10.1016/j.jeconom.2026.106202

Cited by: 0

References: 43

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

References 43