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Apr 22 2015 |
Kazumitsu Nawata |
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Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity |
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Abstract Contact Information Citation Full Text - Note |
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Jan 23 2012 |
Shuichi Nagata |
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Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
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Abstract Contact Information Citation Full Text - Note |
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