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Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
Corsi, Fulvio, Pirino, Davide, Renò, RobertoYear:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1115783
File:
PDF, 427 KB
english, 2008