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"Real-time scheme for the volatility estimation in the presence of ..."

Shigeyoshi Ogawa (2008)

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DOI: 10.1515/MCMA.2008.015

access: closed

type: Journal Article

metadata version: 2020-07-03

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Shigeyoshi Ogawa:
Real-time scheme for the volatility estimation in the presence of microstructure noise. Monte Carlo Methods Appl. 14(4): 331-342 (2008)

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