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Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise

✍ Scribed by Olhede, S. C.; Sykulski, A. M.; Pavliotis, G. A.

Book ID
118211908
Publisher
Society for Industrial and Applied Mathematics
Year
2010
Tongue
English
Weight
785 KB
Volume
8
Category
Article
ISSN
1540-3459

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