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Disentangling Diffusion from Jumps

Resource type
Author/contributor
Title
Disentangling Diffusion from Jumps
Publication
Journal of Financial Economics
Volume
74
Issue
3
Pages
487-528
Date
2004
Citation
Ait-Sahalia, Y. (2004). Disentangling Diffusion from Jumps. Journal of Financial Economics, 74, 487–528.
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