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Authors: Maximilian Ahrens, Deniz Erdemlioglu, Michael McMahon, Christopher J. Neely, Xiye Yang
Journal title: Journal of Econometrics
Journal publisher: Elsevier BV
Published year: 2024
Published pages: 105921
DOI identifier: 10.1016/j.jeconom.2024.105921
ISSN: 0304-4076