A HaarFisz technique for locally stationary volatility estimation
Academic Article
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Overview
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