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Volatility modeling and estimation of high-frequency data with Gaussian noise

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Volatility modeling and estimation of high-frequency data with Gaussian noise

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Author: Fang, Yue
Department: Sloan School of Management
Publisher: Massachusetts Institute of Technology
Date Issued: 1996
Description:
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.Includes bibliographical references (leaves 148-154).
URI: http://hdl.handle.net/1721.1/11041
Keywords: Sloan School of Management

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