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1 research outputs found
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Author
Ananth Madhavan
Cecilia Mancini
+35Â more
Chris C Heyde
Clifford A Ball
D B Madan
David S Bates
Denis Belomestny
Dilip B Madan
Dilip B Madan
George J Jiang
Hans R Stoll
Jean Jacod
Jean-Marc Aza�s
Jeannette H C Woerner
Jingzhi Huang
Joel Hasbrouck
Michael Harrison
Ole E Barndorff-Nielsen
Ole E Barndorff-Nielsen
Ole E Barndorff-Nielsen
Ole E Barndorff-Nielsen
Peter Carr
R M Blumenthal
Richard Roll
Robert C Merton
Suzanne Lee
Suzanne S Lee
Torben G Andersen
Viktor Todorov
Win Schoutens
Xin Huang
Yacine Ait-Sahalia
Yacine A�t-Sahalia
Yacine A�t-Sahalia
Yacine A�t-Sahalia
Yacine A�t-Sahalia
Yacine A�t-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
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