Počet záznamů: 1
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
- 1.BARUNÍK, J., VÁCHA, L. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. Quantitative Finance. 2015, 15(8), 1347-1364. ISSN 1469-7688. E-ISSN 1469-7696. Dostupné z: doi: 10.1080/14697688.2014.950319.
Počet záznamů: 1