Journal Article

Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps

Annals of Statistics
Author(s)

Viktor Todorov

Jean Jacod

Date Published: 2014
Citations: Todorov, Viktor, Jean Jacod. 2014. Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps. Annals of Statistics. 1029-1069.
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