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Hamrick, Jeff, Huang, Yifei, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Taqqu, Murad S.
(2011)
Maximum penalized quasi-likelihood estimation of the diffusion function.
Quantitative Finance, 11 (11).
pp. 1675-1684.
ISSN 1469-7688