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Annals of Finance
Stochastic Processes and their Applications
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Implied and realized volatility: empirical model selection
Zhang, Lan
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10010866512
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2
A Gaussian calculus for inference from high frequency data
Mykland, Per
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 235-258
Persistent link: https://www.econbiz.de/10010866535
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