B. Cooper Boniece
- Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
2022/09/21 by B. Cooper Boniece, Boniece, B. Cooper, José E. Figueroa‐López +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications