Type of publication: Book / Working Paper
Language: English
Notes:
Yu, Chao and Fang, Yue and Zhao, Xujie and Zhang, Bo (2013): Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise.
Classification: C13 - Estimation ; c58
Source:
BASE
Persistent link: https://www.econbiz.de/10015246920