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Citation: Axel Bücher et Mathias Vetter, NONPARAMETRIC INFERENCE ON LÉVY MEASURES AND COPULAS, Annals of statistics , 41(3), 2013, pp. 1485-1515

Authors: Markus Bibinger Moritz Jirak Mathias Vetter

Citation: Markus Bibinger et al., NONPARAMETRIC CHANGE-POINT ANALYSIS OF VOLATILITY, Annals of statistics , 45(4), 2017, pp. 1542-1578