Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
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21 septembre 2022
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- 2209.10128
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Economics - Econometrics Mathematics - Statistics Theory Quantitative Finance - Statistical FinanceSujets proches
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B. Cooper Boniece et al., « Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations », arXiv - économie
