Jump-robust volatility estimation using dynamic dual-domain integration method
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Publication:5079475
DOI10.1080/03610926.2019.1650183OpenAlexW2969188265MaRDI QIDQ5079475FDOQ5079475
Authors: Xu-Guo Ye, Yanyong Zhao 
Publication date: 27 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1650183
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