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isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Boswijk, Herman Peter"
~subject:"Nonparametric statistics"
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Nonparametric statistics
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Asai, Manabu
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Journal of econometrics
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Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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2
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
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