Inference on volatility curve at high frequencies via functional data analysis
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Publication:5867750
DOI10.1080/03610926.2020.1864829OpenAlexW3116788923MaRDI QIDQ5867750
Guan Jun Wang, Fan Wu, Xin-Bing Kong
Publication date: 14 September 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1864829
Uses Software
Cites Work
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