EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS

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Publication:4959130

DOI10.1017/S0266466620000274zbMath1473.62387OpenAlexW3042597998MaRDI QIDQ4959130

Yunxiao Liu, Jia Li

Publication date: 10 September 2021

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

Full work available at URL: https://doi.org/10.1017/s0266466620000274




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