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Variation, jumps, market frictions and high frequency data in financial econometrics (2005)
by
Ole E. Barndorff-nielsen
,
Neil Shephard
| Citations: | 54 - 7 self |
BibTeX
@MISC{Barndorff-nielsen05variation,jumps,,
author = {Ole E. Barndorff-nielsen and Neil Shephard},
title = { Variation, jumps, market frictions and high frequency data in financial econometrics },
year = {2005}
}
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Abstract
