Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
| Year of publication: |
2007
|
|---|---|
| Authors: | Fan, Jianqing ; Fan, Yingying ; Jiang, Jiancheng |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 102.2007, June, p. 618-631
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005532560