Discrete sine transform for multi-scale realized volatility measures
From MaRDI portal
Publication:2893209
DOI10.1080/14697688.2010.490561zbMath1241.91130MaRDI QIDQ2893209
Publication date: 26 June 2012
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4433/1/CurciCorsi_DST_MS_sub10.pdf
91G60: Numerical methods (including Monte Carlo methods)
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