NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A...

NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH

Kristensen, Dennis
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Volume:
26
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466609090616
Date:
February, 2010
File:
PDF, 225 KB
english, 2010
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