An improved two-step regularization scheme for spot volatility estimation
Year of publication: |
2011
|
---|---|
Authors: | Ogawa, Shigeyoshi ; Sanfelici, Simona |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 40.2011, 3, p. 107-134
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory |
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