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Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Boniece, B. Cooper, Figueroa-López, José E., Han, Yuchen
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Econometrics Statistics Theory Statistical Finance
Accesso online:	Acceder al recurso
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