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Volatility estimators for discretely sampled Lévy processes
Yacine Aït-Sahalia
, Jean Jacod
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
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Article
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peer-review
61
Scopus citations
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Keyphrases
Volatility Estimators
100%
Lvy Processes
100%
Driving Process
50%
Symmetric Stable Process
50%
Mathematics
Lvy Process
100%
Stable Process
50%