ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
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Publication:2986522
DOI10.1017/S0266466615000420zbMath1441.62755MaRDI QIDQ2986522
Xin-Bing Kong, Zhi Liu, Bing-Yi Jing
Publication date: 16 May 2017
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
Cites Work
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