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Title: Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise
Award ID(s):
2015323 1811936 1712940
PAR ID:
10223487
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Electronic Journal of Statistics
Volume:
15
Issue:
1
ISSN:
1935-7524
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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