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Inference theory for volatility functional dependencies
16 references·1 citing·41 second hop
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References

  • 2005Stochastic Integration and Differential Equations4,594 cited
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  • 2003Modeling and Forecasting Realized Volatility3,887 cited
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679 cited
  • 2011Discretization of Processes486 cited
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    • 2015Principal Component Analysis of High Frequency Data24 cited