✦ LIBER ✦
Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method
- Book ID
- 121191195
- Publisher
- John Wiley and Sons
- Year
- 2013
- Tongue
- English
- Weight
- 230 KB
- Volume
- 81
- Category
- Article
- ISSN
- 0012-9682
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