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On the estimation of integrated volatility with jumps and microstructure noise
  • ISSN号：0735-0015
  • 期刊名称：Journal of Business & Economic Statistics
  • 时间：2014
  • 页码：457-467
  • 相关项目：高频数据下半鞅过程的统计推断
作者： Jing Bing-Yi|Liu Zhi|Kong Xin-Bing|
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