Estimation of the instantaneous volatility
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Publication:411549
DOI10.1007/s11203-011-9062-2zbMath1243.62129arXiv0812.3538OpenAlexW2154327976MaRDI QIDQ411549
Alexander Alvarez, Fabien Panloup, Monique Pontier, Nicolas Savy
Publication date: 4 April 2012
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.3538
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)
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