317 citations to 10.1142/3907 (Crossref Cited-By Service)
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  2. A. V. Savitskii, “Characterization of Self-Similar Processes with Stationary Increments”, Moscow Univ. Math. Bull., 76, no. 1, 2021, 37  crossref
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  6. Vilen Abramov, M. Kazim Khan, “A Practical Guide to Market Risk Model Validations (Part II - VaR Estimation)”, SSRN Journal, 2017  crossref
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  8. Jeannette H. C. Woerner, “Estimation of integrated volatility in stochastic volatility models”, Appl. Stochastic Models Bus. Ind., 21, no. 1, 2005, 27  crossref
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