Malliavin-Mancino estimators implemented with nonuniform fast Fourier transforms (Q5146684)
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scientific article; zbMATH DE number 7301560
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| English | Malliavin-Mancino estimators implemented with nonuniform fast Fourier transforms |
scientific article; zbMATH DE number 7301560 |
Statements
Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (English)
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26 January 2021
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Malliavin-Mancino estimators
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nonuniform fast Fourier transforms
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Epps effect
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0.74920254945755
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0.7344815731048584
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0.7322121858596802
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0.7316909432411194
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0.7306550145149231
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