EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
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Publication:5694556
DOI10.1142/S0218348X04002513zbMath1090.91038MaRDI QIDQ5694556
Publication date: 4 October 2005
Published in: Fractals (Search for Journal in Brave)
Inverse ProblemsSemimartingalesQuadratic VariationMulti-scalingRealized and Integrated VolatilityWavelet Estimators
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