Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
Year of publication: |
2019
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Authors: | Peluso, Stefano ; Mira, Antonietta ; Muliere, Pietro |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2019, 5 (30.07.), p. 1282-1297
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Publisher: |
Wiley |
Saved in:
Online Resource
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