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1702.01164
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Estimation of a noisy subordinated Brownian Motion via two-scales power variations
3 February 2017
José E. Figueroa-López
Kiseop Lee
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Papers citing
"Estimation of a noisy subordinated Brownian Motion via two-scales power variations"
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Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
Qi Wang
J. E. Figueroa-López
Todd A. Kuffner
161
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0
11 Sep 2019
1
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