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Efficiency and probabilistic properties of bridge volatilit..:

Lapinova, S. ; Saichev, A. ; Tarakanova, M.
Physica A: Statistical Mechanics and its Applications.  392 (2013)  6 - p. 1439-1451 , 2013
Link: https://doi.org/10.1016/j.physa.2012.11.047