Testing for Endogeneity of Irregular Sampling Schemes

Author:

Kolokolov Aleksey,Livieri Giulia,Pirino Davide

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference35 articles.

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5. Limit theorems for multipower variation in the presence of jumps;O E Barndorff-Nielsen;Stochastic Processes and Their Applications,2006

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