"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise

Fuente: arXiv

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Bibliographic Details
Main Author:	Chen, Richard Y.
Format:	Preprint
Published:	2024
Subjects:	Methodology 62M09, 60G44, 62G05, 62G15, 62G20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.00606