Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, Kleinow, Torsten, Korostelev, Alexander, Logeay, Camille, Platen, EckhardVolume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680601026998
Date:
February, 2008
File:
PDF, 261 KB
english, 2008