Bipower variation with jumps and correlated returns (Q2345250)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bipower variation with jumps and correlated returns |
scientific article |
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Bipower variation with jumps and correlated returns (English)
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19 May 2015
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bipower variation
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fractal Brownian motion
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volatility
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jump
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