"Jump-robust estimation of volatility with simultaneous presence of ..."

Zhi Liu (2017)

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DOI: 10.1007/S00780-017-0325-7

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type: Journal Article

metadata version: 2020-07-22

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Zhi Liu:
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations. Finance Stochastics 21(2): 427-469 (2017)

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