Cite
HARVARD Citation
Kim, D. (n.d.). Statistical Inference for Unified Garch–Itô Models with High‐Frequency Financial Data. Journal of time series analysis. pp. 513-532. [Online].
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Kim, D. (n.d.). Statistical Inference for Unified Garch–Itô Models with High‐Frequency Financial Data. Journal of time series analysis. pp. 513-532. [Online].