Nonparametric Filtering of the Realised Spot Volatility: A Kernel-Based Approach
Year: 2008
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1089289
Author: Dennis Kristensen
Institutions: Aarhus University, Cemmap, University College London
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2124940758