Nonparametric volatility estimation on the real line from low frequency data:
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Bibliographic Details
Main Author: Reiß, Markus 1973- (Author)
Format: Book
Language:English
Published: Berlin WIAS 2004
Series:Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 911
Physical Description:15 S. 30 cm