An Improved Two‐step Regularization Scheme for Spot Volatility Estimation
| Year of publication: |
2011
|
|---|---|
| Authors: | Ogawa, Shigeyoshi ; Sanfelici, Simona |
| Published in: |
Economic Notes. - Banca Monte dei Paschi di Siena SpA. - Vol. 40.2011, 3, p. 105-132
|
| Publisher: |
Banca Monte dei Paschi di Siena SpA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011033543