Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
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Open Access
- 1 August 2009
- journal article
- research article
- Published by Bernoulli Society for Mathematical Statistics and Probability in Bernoulli
- Vol. 15 (3) , 634-658
- https://doi.org/10.3150/08-bej167
Abstract
Project Euclid - mathematics and statistics onlineKeywords
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This publication has 23 references indexed in Scilit:
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