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Econometrics Discussion Paper Series
Empirical likelihood for high frequency data
Lorenzo  Camponovo,  Yukitoshi  Matsushita,  Taisuke  Otsu,  February 2017
Paper No' EM591: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Nonparametric likelihood for volatility under high frequency data
Lorenzo  Camponovo,  Yukitoshi  Matsushita,  Taisuke  Otsu,  January 2015
Paper No' EM/2015/581: Read Abstract | Full paper (pdf)
Paper copy now out of print.