Jump-robust volatility estimation using nearest neighbor truncation
Edición de la obra Jump-robust volatility estimation using nearest neighbor truncation
| Autor | Torben G. Andersen |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 2009 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Formato | Electronic resource |
| LCCN | 2009656087 |
| Serie | NBER working paper series -- working paper 15533 · Working paper series (National Bureau of Economic Research : Online) -- working paper no. 2009. |
| Número de Cutter | A544j |