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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES - MaRDI portal

EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526)

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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES
scientific article

    Statements

    title
    EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (English)
    0 references
    author
    Eric Renault
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    Cisil Sarisoy
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    Bas J. M. Werker
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    publication date
    16 May 2017
    0 references
    cites work
    Q4277836
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    Q4856610
    0 references
    Q4913195
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    Q3997782
    0 references
    Asymptotic Statistics
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    Identifiers

    zbMATH DE Number
    6717690
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    OpenAlex ID
    W3125906384
    0 references
     
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