Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis
| Year of publication: |
2012
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|---|---|
| Authors: | Cartea, lvaro ; Karyampas, Dimitrios |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 6 (1.12.), p. 535-553
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