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Estimating the spot volatility under infinite variation jumps with microstructure noise
LIU Qiang; LIU ZHI
2024-03-01
Source PublicationThe Econometrics Journal
Indexed BySSCI
Language英語English
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorLIU ZHI
Recommended Citation
GB/T 7714
LIU Qiang,LIU ZHI. Estimating the spot volatility under infinite variation jumps with microstructure noise[J]. The Econometrics Journal, 2024.
APA LIU Qiang., & LIU ZHI (2024). Estimating the spot volatility under infinite variation jumps with microstructure noise. The Econometrics Journal.
MLA LIU Qiang,et al."Estimating the spot volatility under infinite variation jumps with microstructure noise".The Econometrics Journal (2024).
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