Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
| Year of publication: |
2010
|
|---|---|
| Authors: | Iacus, Stefano M. ; Yoshida, Nakahiro |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 39.2010, 1, p. 107-128
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