Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, TSE Working Paper, n. 20-1097, May 2020.
Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, IDEI Working Paper, n. 870, May 2017.
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