Publication detail

Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Lukáš Vácha Ph.D.,
Type: Articles in journals with impact factor
Year: 2015
Number: 0
ISSN / ISBN:
Published in: Quantitative Finance, 15 (8), pp. 1347-1364, preprint here PDF
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Keywords:
JEL codes:
Suggested Citation:
Abstract:
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