ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

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Publication:2986522


DOI10.1017/S0266466615000420zbMath1441.62755MaRDI QIDQ2986522

Xin-Bing Kong, Zhi Liu, Bing-Yi Jing

Publication date: 16 May 2017

Published in: Econometric Theory (Search for Journal in Brave)



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