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subject:"Schätzung"
type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~person:"Christensen, Kim"
~type_genre:"Sammelwerk"
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Christensen, Kim
Andreasen, Martin Møller
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Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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