A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION...

International Journal of Theoretical and Applied Finance 2001 / 04 Vol. 4; Iss. 2

A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA

FREY, RÜDIGER, RUNGGALDIER, WOLFGANG J.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
4
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902490100095X
Date:
April, 2001
File:
PDF, 254 KB
english, 2001
Conversion to is in progress
Conversion to is failed