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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Koopman, Siem Jan"
~person:"Liu, Zhi"
~subject:"Bayesian inference"
~subject:"Forecasting model"
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Koopman, Siem Jan
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Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
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