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An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility

✍ Scribed by Clément, Emmanuelle; Delattre, Sylvain; Gloter, Arnaud

Book ID: 123442414
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 293 KB
Volume: 123
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.04.004

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