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Latest revision as of 19:21, 2 July 2024

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Nonparametric estimation of time-changed Lévy models under high-frequency data
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    Nonparametric estimation of time-changed Lévy models under high-frequency data (English)
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    11 May 2010
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    Lévy process
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    nonparametric estimation
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    high-frequency-based inference
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    stochastic volatility
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