Testing for jumps when asset prices are observed with noise–a “swap variance” approach
| Year of publication: |
2008
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|---|---|
| Authors: | Jiang, George J. ; Oomen, Roel C.A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 144.2008, 2, p. 352-371
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