Testing the volatility jumps based on the high frequency data

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Publication:6134625

DOI10.1111/jtsa.12634OpenAlexW3214290185MaRDI QIDQ6134625

Jin-Guan Lin, Guangying Liu, Unnamed Author

Publication date: 22 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12634




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