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MR2380695 Database Expansion Item
Andersen, Torben G.; Bollerslev, Tim; Dobrev, Dobrislav No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications. J. Econometrics 138 (2007), no. 1, 125–180.
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