Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Year of publication: |
2007
|
---|---|
Authors: | Fan, Jianqing ; Wang, Yazhen |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 102.2007, December, p. 1349-1362
|
Publisher: |
American Statistical Association |
Saved in:
Online Resource
Saved in favorites
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