Worcester polytechnic institute

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Last Update: October2018 “Econometric Analysis of Multivariate Realized QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading,” with Neil Shephard, Journal of Econometrics 201 (2017), 19-42. “Nonparametric Estimation of the Leverage Effect: …

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  Product, Wire, Atmosphere, Annealing, Annealing of wire products

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