Alvarez, Alexander, et al. “Estimation of the Instantaneous Volatility and Detection of Volatility Jumps”. ArXiv, vol. 0812.3538, 2016, https://scholar2.islandarchives.ca/islandora/object/ir%3A20313.

Genre

  • Journal Article
Contributors
Author: Alvarez, Alexander
Author: Pontier, Monique
Author: Savy, Nicolas
Author: Panloup, Fabien
Date Issued
2016

Language

  • English
Host Title
arXiv
Volume
0812.3538
Arxiv Identifier
arXiv:0812.3538v1

Department