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Heteroscedasticity test of high-frequency data with jumps and market microstructure noise Journal article
Qiang Liu, Zhi Liu, Chuanhai Zhang. Heteroscedasticity test of high-frequency data with jumps and market microstructure noise[J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2022, 38(3), 441-457.
Authors:  Qiang Liu;  Zhi Liu;  Chuanhai Zhang
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