Testing for jumps in noisy high frequency data
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Publication:527932
DOI10.1016/j.jeconom.2011.12.004zbMath1443.62325OpenAlexW2125472587MaRDI QIDQ527932
Yacine Aït-Sahalia, Jean Jacod, Jia Li
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2568
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