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Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of Noise
Barunik, Jozef, Vacha, LukasYear:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2035395
File:
PDF, 1.39 MB
english, 2012