Spot volatility estimation using the Laplace transform

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Spot volatility estimation using the Laplace transform

Curato, Imma Valentina, Mancino, Maria Elvira, Recchioni, Maria Cristina
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Language:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2016.07.002
Date:
November, 2016
File:
PDF, 742 KB
english, 2016
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