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Items where Author is "Tsai, Ping-Chen"

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Tsai, Ping-Chen and Shackleton, Mark (2016) Detecting jumps in high-frequency prices under stochastic volatility : a data-driven approach. In: Handbook of high-frequency trading and modeling in finance :. John Wiley, Chichester, pp. 137-165. ISBN 9781118443989

This list was generated on Mon Apr 28 03:25:22 2025 UTC.