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Jan 23 2012 |
Shuichi Nagata |
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Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
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Abstract Contact Information Citation Full Text - Note |
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Oct 08 2004 |
Taro Kanatani |
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Integrated volatility measuring from unevenly sampled observations |
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Abstract Contact Information Citation Full Text - Comment |
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