Nonparametric Estimation of Volatility and Its Parametric Analogs

Alexander V. Dobrovidov, Vachik E. Tevosian. Nonparametric Estimation of Volatility and Its Parametric Analogs. Automation and Remote Control, 79(9):1687-1702, 2018. [doi]

Authors

Alexander V. Dobrovidov

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Vachik E. Tevosian

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