Jump-robust volatility estimation using dynamic dual-domain...

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Communication in Statistics- Theory and Methods 2019 / 08

Jump-robust volatility estimation using dynamic dual-domain integration method

Ye, Xu-Guo, Zhao, Yan-Yong
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Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2019.1650183
Date:
August, 2019
File:
PDF, 2.08 MB
english, 2019
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