Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 23 March 2013
Number of items: 1.

23 March 2013

Yu, Chao and Fang, Yue and Zhao, Xujie and Zhang, Bo (2013): Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise.

This list was generated on Sun Dec 22 07:22:15 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.