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~person:"Park, Joon Y."
~person:"Patton, Andrew J."
~subject:"Diffusive and jump volatility"
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Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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