On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous

Publisher： Taylor & Francis Ltd

E-ISSN： 1532-415X|43|24|5263-5275

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.43, Iss.24, 2014-12, pp. : 5263-5275

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