Non-parametric volatility estimation in continuous time (Q367547)
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scientific article; zbMATH DE number 6208421
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| English | Non-parametric volatility estimation in continuous time |
scientific article; zbMATH DE number 6208421 |
Statements
Non-parametric volatility estimation in continuous time (English)
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16 September 2013
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high-frequency financial series
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nonparametric curve estimation
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volatility estimation
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wavelets
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0.9643686
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0.9548345
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0.9548345
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0.9537574
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0.9471857
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0.9458443
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0.94443643
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0.9432156
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