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20162022
most citedMarginal models with individual-specific effects for the analysis of longitudinal bipartite networks

2 citations · 2 across the 4 of their papers we have counts for

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stat.CO2019

Conditionally Gaussian Random Sequences for an Integrated Variance Estimator with Correlation between Noise and Returns

Stefano Peluso, Antonietta Mira, Pietro Muliere

Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable excep…