Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models
Chen, Xiangjin Bruce, Gao, Jiti, Li, Degui, Silvapulle, ParamYear:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2320312
File:
PDF, 367 KB
english, 2013