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type_genre:"Article in journal"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~person:"Liu, Zhi"
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Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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