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HARVARD Citation
Kunitomo, N. et al. (2018) Separating information maximum likelihood method for high-frequency financial data. [Online]. Tokyo : Springer. Available from: http://access.bl.uk/ark:/81055/vdc_100078235581.0x000001
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Kunitomo, N. et al. (2018) Separating information maximum likelihood method for high-frequency financial data. [Online]. Tokyo : Springer. Available from: http://access.bl.uk/ark:/81055/vdc_100078235581.0x000001