On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

Author： Jing Bing-Yi   Liu Zhi   Kong Xin-Bing  

Publisher： Taylor & Francis Ltd

ISSN： 0735-0015

Source： Journal of Business & Economic Statistics, Vol.32, Iss.3, 2014-07, pp. : 457-467

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