Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets

Author： Zhang Xin   Kim Donggyu   Wang Yazhen  

Publisher： MDPI

E-ISSN： 2225-1146|4|3|34-34

ISSN： 2225-1146

Source： Econometrics, Vol.4, Iss.3, 2016-08, pp. : 34-34

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