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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- Economic Notes ; Banka Monte dei Paschi di Siena
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Economic Notes ; Banka Monte dei Paschi di Siena 40 105-132, 2011
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Details 詳細情報について
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- CRID
- 1010000782119414672
-
- Article Type
- journal article
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- Data Source
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- KAKEN