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Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sébastien.
In: Post-Print.
RePEc:hal:journl:hal-02909690.

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  2. Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance. (2023). Yi, Chae-Deug.
    In: Finance Research Letters.
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  3. Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Bouamara, Nabil ; Laurent, S'Ebastien.
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  4. Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
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  5. Econometric Analysis of Asset Price Bubbles. (2022). Shi, Shuping ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
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  6. How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). Ahmed, Walid.
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  7. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu.
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