A HaarFisz technique for locally stationary volatility estimation Academic Article

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authors

Subbarao, Suhasini

published proceedings

Biometrika

author list (cited authors)

Fryzlewicz, P., Sapatinas, T., & Rao, S. S.

citation count

45

complete list of authors

Fryzlewicz, Piotr||Sapatinas, Theofanis||Rao, Suhasini Subba

publication date

January 2006

publisher

Oxford University Press (OUP) Publisher

published in

Biometrika Journal