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On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

✍ Scribed by Jing, Bing-Yi; Liu, Zhi; Kong, Xin-Bing


Book ID
126501558
Publisher
American Statistical Association
Year
2014
Tongue
English
Weight
301 KB
Volume
32
Category
Article
ISSN
0735-0015

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