Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data

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Date: 2013-01-15 18:38:20 Mathematical finance Mathematical sciences Volatility Estimator Mean squared error Realized kernel Stochastic volatility Statistics Estimation theory Statistical inference		Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 281,71 KB Share Document on Facebook

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