Items where Author is "Hizmeri, R."
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Article
Hizmeri, R., Izzeldin, M. & Urga, G. 
ORCID: 0000-0002-6742-7370 (2025).
Identifying the Underlying Components of High-Frequency Data: Pure vs Jump Diffusion Processes.
Journal of Empirical Finance, 81,
article number 101594.
doi: 10.1016/j.jempfin.2025.101594