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Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach
Econometric Theory (2009)
  • Dennis Kristensen, Columbia University
Disciplines
Publication Date
2009
Citation Information
Dennis Kristensen. "Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach" Econometric Theory (2009)
Available at: http://works.bepress.com/dennis_kristensen/2/