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Volatility estimation and inference in the presence of jumps

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:670107
Date January 2007
CreatorsVeraart, Almut Elisabeth Dorothea
ContributorsShephard, Neil; Winkel, Matthias
PublisherUniversity of Oxford
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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