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On integrated volatility of Itô semimartingales when sampling times are endogenous Journal article
Communications in Statistics - Theory and Methods, 2014,Volume: 43,Issue: 24,Page: 5263-5275
Authors:  Li C.-X.;  Chen J.-Y.;  Liu Z.;  Jing B.-Y.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Central Limit Theorem  Endogeneity  High Frequency Data  Ito  Jumps  Semimartingale