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APA Citation
Kunitomo, N., Sato, S., & Kurisu, D. (2018). Separating information maximum likelihood method for high-frequency financial data. Tokyo : Springer. http://access.bl.uk/ark:/81055/vdc_100078235581.0x000001
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Kunitomo, N., Sato, S., & Kurisu, D. (2018). Separating information maximum likelihood method for high-frequency financial data. Tokyo : Springer. http://access.bl.uk/ark:/81055/vdc_100078235581.0x000001