An Improved Two‐step Regularization Scheme for Spot Volatility Estimation
Year of publication: |
2011
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---|---|
Authors: | Ogawa, Shigeyoshi ; Sanfelici, Simona |
Published in: |
Economic Notes. - Banca Monte dei Paschi di Siena SpA. - Vol. 40.2011, 3, p. 105-132
|
Publisher: |
Banca Monte dei Paschi di Siena SpA |
Saved in:
Online Resource
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