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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Working papers / TSE : WP"
~person:"Kim, Jihyun"
~subject:"Regression analysis"
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
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Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
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2020
Persistent link: https://www.econbiz.de/10012216036
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