Alexander V. Dobrovidov, Vachik E. Tevosian. Nonparametric Estimation of Volatility and Its Parametric Analogs. Automation and Remote Control, 79(9):1687-1702, 2018. [doi]
@article{DobrovidovT18,
title = {Nonparametric Estimation of Volatility and Its Parametric Analogs},
author = {Alexander V. Dobrovidov and Vachik E. Tevosian},
year = {2018},
doi = {10.1134/S0005117918090126},
url = {https://doi.org/10.1134/S0005117918090126},
researchr = {https://researchr.org/publication/DobrovidovT18},
cites = {0},
citedby = {0},
journal = {Automation and Remote Control},
volume = {79},
number = {9},
pages = {1687-1702},
}