Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
| Year of publication: |
2006
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|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 217-252
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