[Updated on Apr. 18] Integration of CiNii Articles into CiNii Research

An improved two-step regularization scheme for spot volatility estimation

Bibliographic Information

Title
An improved two-step regularization scheme for spot volatility estimation
Author
S.Ogawa, S.Sanfelici

Journal

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Details

  • CRID
    1010000782119414672
  • Article Type
    journal article
  • Data Source
    • KAKEN

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