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Author
Date
2016-11Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Physica A: Statistical Mechanics and its ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
Bi-power variation; Financial return; Intraday financial jump; Long memory behavior; Power-law distribution; Realized volatilityNotes
Received 7 December 2015, Revised 3 April 2016, Published online 14 June 2016.More
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