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Results 11-12 of 12
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Issue DateTitleAuthor(s)
-A central limit theorem for the realised covariation of a bivariate Brownian semistationary processGranelli, A; Veraart, A; Commission of the European Communities
11-Sep-2018A latent trawl process model for extreme valuesNoven, R; Veraart, A; Gandy, A; Commission of the European Communities