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1211.5507
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Model checks for the volatility under microstructure noise
23 November 2012
Mathias Vetter
Holger Dette
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Papers citing
"Model checks for the volatility under microstructure noise"
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Title
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing
Mathias Vetter
52
45
0
25 Jun 2012
1
