Volatility estimation and inference in the presence of jumps

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Bibliographic Details
Title: Volatility estimation and inference in the presence of jumps
Authors: Veraart, Almut Elisabeth Dorothea
Committee Members: Shephard, Neil; Winkel, Matthias
URL: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670107
Database: OpenDissertations
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