A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations
Author | : Peter C. B. Phillips |
Publisher | : |
Total Pages | : 26 |
Release | : 2005 |
ISBN-10 | : OCLC:255236795 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations by : Peter C. B. Phillips
Download or read book A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations written by Peter C. B. Phillips and published by . This book was released on 2005 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: