Nonparametric Bayesian volatility estimation (Q6297112)

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preprint article from arXiv
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Nonparametric Bayesian volatility estimation
preprint article from arXiv

    Statements

    30 January 2018
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    stat.ME
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    math.ST
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    q-fin.ST
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    stat.TH
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    Shota Gugushvili
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    Frank van der Meulen
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    Moritz Schauer
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    Peter Spreij
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    Identifiers

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