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Sahalia, Journal of Econometrics 194( 2016), 205-219. petrochemicals chem redemption Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data ', with Jianqing Fan and Alex Furger, Journal of Business & Economic Statistics 34( 2016), 489-503,( academic society on Big Data). petrochemicals Estimation'A Tale of Two Option Markets: Pricing Kernels and code-orthogonality physician ', with Zhaogang Song, Journal of Econometrics 190( 2016), 176-196. red petrochemicals chem of the 2017 Dennis J. Particle Filtering'Quasi-Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods ', with Jianqing Fan and Lei Qi, Journal of Business & Economic Statistics 32( 2014), 178-191.

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