"Estimating the diffusion coefficient function for a diversified world ..."

Katja Ignatieva, Eckhard Platen (2012)

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DOI: 10.1016/J.CSDA.2011.10.004

access: closed

type: Journal Article

metadata version: 2020-10-26

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Katja Ignatieva, Eckhard Platen:
Estimating the diffusion coefficient function for a diversified world stock index. Comput. Stat. Data Anal. 56(6): 1333-1349 (2012)

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