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Jump-robust testing of volatility functions in continuous time models

Chen, Q; Xu, WZ; Gong, YT

Gong, YT (通讯作者),Shanghai Univ, SHU UTS SILC Business Sch, Shanghai, Peoples R China.

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022; 50 (3): 1071

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