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Inference of Spot Volatility in the presence of Infinite Variation Jumps

University of Macau / Faculty of Science and Technology. / Department of Mathematics

Identiferoai:union.ndltd.org:MACAU/oai:libdigital.umac.mo:b3952482
Date January 2018
CreatorsLiu, Qiang
PublisherUniversity of Macau
Source SetsUniversity of Macau
LanguageEnglish
Detected LanguageEnglish
TypeUM_THESES

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