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Latest revision as of 11:59, 3 July 2024

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Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
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    Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (English)
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    12 November 2010
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    bipower variation
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    central limit theorem
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    finite activity jumps
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    high-frequency data
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    integrated volatility
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    microstructure noise
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    semimartingale theory
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    subsampling
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