著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
RÜDIGER FREY and WOLFGANG J. RUNGGALDIER,A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA,International Journal of Theoretical and Applied Finance,0219-0249,World Scientific Pub Co Pte Lt,2001-04,04,02,199-210,https://cir.nii.ac.jp/crid/1361981470035691904,https://doi.org/10.1142/s021902490100095x