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1607.05831
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Statistical inference for the doubly stochastic self-exciting process
20 July 2016
Simon Clinet
Yoann Potiron
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Papers citing
"Statistical inference for the doubly stochastic self-exciting process"
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Title
Quarticity and other functionals of volatility: Efficient estimation
J. Jacod
M. Rosenbaum
50
123
0
16 Jul 2012
1