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Title: Volatility estimation and inference in the presence of jumps
Author: Veraart, Almut Elisabeth Dorothea
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 2007
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No abstract available
Supervisor: Shephard, Neil; Winkel, Matthias Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stochastic processes ; Mathematical statistics ; Jump processes ; Finance--Statistical methods