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Volatility estimators and the inverse range process in a random volatility random walk and Wiener processes

✍ Scribed by Pierre Vallois; Charles S. Tapiero

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 263 KB
Volume: 387
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2007.12.018

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