Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1605.02205
Cited By
Volatility Decomposition and Estimation in Time-Changed Price Models
7 May 2016
R. Dahlhaus
Sophon Tunyavetchakit
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Volatility Decomposition and Estimation in Time-Changed Price Models"
1 / 1 papers shown
Title
Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
Timo Dimitriadis
Roxana Halbleib
Jeannine Polivka
Jasper Rennspies
S. Streicher
Axel Friedrich Wolter
84
0
0
22 Dec 2022
1
