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Closing the GARCH gap: Continuous time GARCH modeling

, and . Journal of Econometrics, 74 (1): 31--57 (September 1996)

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Semiparametric lower bounds for tail index estimation, , and . Journal of Statistical Planning and Inference, 136 (3): 705--729 (Mar 1, 2006)Closing the GARCH gap: Continuous time GARCH modeling, and . Journal of Econometrics, 74 (1): 31--57 (September 1996)Currency hedging for international stock portfolios: The usefulness of mean-variance analysis, , and . Journal of Banking & Finance, 27 (2): 327--349 (February 2003)Yet another look at mutual fund tournaments, , and . Journal of Empirical Finance, 12 (1): 127--137 (January 2005)Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes, , and . Journal of Statistical Planning and Inference, 91 (2): 323--340 (Dec 1, 2000)