Boniece, A Cooper, Figueroa-Lopez, Jose E, and Han, Yuchen. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations. Retrieved from https://par.nsf.gov/biblio/10613761. Stochastic processes and their applications 176.3

Boniece, A Cooper, Figueroa-Lopez, Jose E, & Han, Yuchen. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations. Stochastic processes and their applications, 176 (3). Retrieved from https://par.nsf.gov/biblio/10613761.

Boniece, A Cooper, Figueroa-Lopez, Jose E, and Han, Yuchen. "Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations". Stochastic processes and their applications 176 (3). Country unknown/Code not available: ScienceDirect. https://par.nsf.gov/biblio/10613761.

@article{osti_10613761,
place = {Country unknown/Code not available}, title = {Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations}, url = {https://par.nsf.gov/biblio/10613761}, abstractNote = {}, journal = {Stochastic processes and their applications}, volume = {176}, number = {3}, publisher = {ScienceDirect}, author = {Boniece, A Cooper and Figueroa-Lopez, Jose E and Han, Yuchen}, }