Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
Year of publication: |
2011
|
---|---|
Authors: | Jing, Bing-Yi ; Kong, Xin-Bing ; Liu, Zhi |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 106.2011, 494, p. 558-568
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Publisher: |
American Statistical Association |
Saved in:
freely available
Saved in favorites
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