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• Andreou, E. (2016). On the use of high frequency measures of volatility in MIDAS regressions. Journal of Econometrics. Vol. 193.
 
• Consiglio, A., Carollo, A., Zenios, S. A. (2016). A parsimonious model for generating arbitrage-free scenario trees. Quantitative Finance. Vol. 16.
 
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