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Variation, Jumps, and High-Frequency Data in Financial Econometrics
[chapter]
Advances in Economics and Econometrics
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Motivated by the problem of irregularly spaced data, where the spacing is independent of Y , Malliavin and Mancino (2002)
doi:10.1017/cbo9780511607547.011
fatcat:4oyl3encmzg35mhfnkqh4l4mia