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Nonparametric likelihood for volatility under high frequency data

Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
Year of publication:
2015
Authors: Camponovo, Lorenzo ; Matsushita, Yukitoshi ; Otsu, Taisuke
Publisher: London : LSE, STICERD
Subject: Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process
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