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    NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS

    Yu, ChaoFang, YueLi, ZengZhang, BoZhao, Xujie

    Journal of Time Series Analysis (IF0.783) , 2014 , 35 (6) , 572-591

    ABDC-A

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