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JACOD, Jean
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JACOD, Jean
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Volatility coupling
by
JACOD
,
Jean
,
LI, Jia
,
LIAO, Zhipeng
Published 2021
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Testing for jumps in noisy high frequency data
by
AIT-SAHALIA, Yacine
,
JACOD
,
Jean
,
LI, Jia
Published 2012
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