Bayesian Inference on Volatility in the Presence of Infinite Jump
Activity and Microstructure Noise

Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise

11 September 2019

J. E. Figueroa-López

Todd A. Kuffner

ArXiv (abs)PDF HTML

Papers citing "Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise"

Title
No papers