Spectral estimation of the Lévy density in partially observed affine models (Q544516): Difference between revisions

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+Estimating the degree of activity of jumps in high frequency data
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@@ Property / DOI @@
+.1016/J.SPA.2011.02.001
@@ Property / DOI: 10.1016/J.SPA.2011.02.001 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:544516