Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
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Publication:2082567
DOI10.1007/S00184-021-00857-8OpenAlexW4205769756MaRDI QIDQ2082567
Publication date: 4 October 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-021-00857-8
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