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Parameter Estimation and Reverse Martingales
Bjork, Tomas, (1998)
Data-driven jump detection thresholds for application in jump regressions
Davies, Robert, (2015)
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi, (2018)
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
Los, Cornelis Albertus, (1999)
Galton's Error and the under-representation of systematic risk
Optimal multi-currency investment strategies with exact attribution in three Asian countries
Los, Cornelis Albertus, (1998)