Comment on the paper by Linden [Estimating the distribution of volatility of realized stock returns and exchange rate changes, Physica A 352 (2005) 573–583]

✍ Scribed by Saralees Nadarajah; Samuel Kotz

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 84 KB
• Volume: 371
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2006.08.028