JJump-robust volatility estimation using nearest neighbor truJump-robust volatility estimation using nearest neighbor truncationde Torben G. AndersenEdiciones (1)Jump-robust volatility estimation using nearest neighbor truncation (2009)National Bureau of Economic Research · inglésMás obras de Torben G. AndersenVVolatility forecastingVolatility forecastingRReal-time price discovery in stock, bond and foreign exchangReal-time price discovery in stock, bond and foreign exchange marketsPPractical volatility and correlation modeling for financial
RReal-time price discovery in stock, bond and foreign exchangReal-time price discovery in stock, bond and foreign exchange markets
JJump-robust volatility estimation using nearest neighbor truJump-robust volatility estimation using nearest neighbor truncation
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