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Title: Econometrics of jump-diffusion processes : approximation, estimation and forecasting.
Author: Lee, Sanghoon.
Awarding Body: University of Southampton
Current Institution: University of Southampton
Date of Award: 2001
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Weak convergence; Continuous time; ARCH; GARCH Mathematical statistics Operations research Economics