Original language | English |
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Pages (from-to) | 353-367 |
Journal | Journal of Empirical Finance |
Volume | 18 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2011 |
Robust estimation of intraweek periodicity in volatility and jump detection
K.M.R. Boudt, C. Croux, S. Laurent
Research output: Contribution to Journal › Article › Academic › peer-review