Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
Work
Year: 2003
Type: article
Source: Statistics & Decisions
Author Jeannette H. C. Woerner
Cites: 29
Cited by: 75
Related to: 10
FWCI: 4.45
Citation percentile (by year/subfield): 95.95
Subfield: Finance
Domain: Social Sciences
Open Access status: closed