Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility

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書目詳細資料
Main Authors: Dong, Yingjie, Tse, Yiu Kuen
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2014
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在線閱讀:https://ink.library.smu.edu.sg/soe_research/1738
https://ink.library.smu.edu.sg/context/soe_research/article/2737/viewcontent/DongYingjie_Publication.pdf
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