Limit theorems in the Fourier transform method for the...

Limit theorems in the Fourier transform method for the estimation of multivariate volatility

Emmanuelle Clément, Arnaud Gloter
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Volume:
121
Year:
2011
Language:
english
Pages:
28
DOI:
10.1016/j.spa.2010.11.016
File:
PDF, 396 KB
english, 2011
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