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... of realized volatility, Realized bipower variation, Jump detection, BDS test, Hong-Li test, High-frequency Nikkei 225 data * The authors are grateful to Yoshihiro Yajima, Yuji Sakurai ...
... realized volatility, Realized bipower variation, Jump detection, BDS test, Hong-Li test, High-frequency Nikkei 225 data * The authors are grateful to Yoshihiro Yajima, Yuji ...
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