Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps

Fuente: arXiv

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Bibliographic Details
Main Authors:	Boniece, B. Cooper, Figueroa-López, José E., Zhou, Tianwei
Format:	Preprint
Published:	2025
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.14285