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Carhart M. On Persistence in Mutual Fund Performance. Journal of finance 1997; 52; 5782.
Cook S. Temporal aggregation and time deformation. Applied Economics Letters 2001; 8; 363-365.
Drost F.C., Nijman T.E. Temporal aggregation of GARCH processes. Econometrica 1993; 61; 909-927.
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