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HARVARD Citation
Song, Y. et al. (2022). Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor. Journal of time series analysis. pp. 53-82. [Online].
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Song, Y. et al. (2022). Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor. Journal of time series analysis. pp. 53-82. [Online].