Wavelet Estimation of Integrated Volatility

Research output: Contribution to conferencePaperResearch

Translated title of the contributionWavelet Estimation of Integrated Volatility
Original languageEnglish
Publication year2002
Publication statusPublished - 2002
EventQuantitative Methods in Finance - Sydney, Australia
Duration: 9 Dec 200219 Dec 2002

Conference

ConferenceQuantitative Methods in Finance
CountryAustralia
CitySydney
Period09/12/200219/12/2002

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ID: 32333643