Sophon Tunyavetchakit. (2016). Volatility decomposition and nonparametric estimation of spot volatility of models with Poisson sampling under market microstructure noise.
Chicago-Zitierstil (17. Ausg.)Sophon Tunyavetchakit. Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling Under Market Microstructure Noise. Heidelberg, 2016.
MLA-Zitierstil (9. Ausg.)Sophon Tunyavetchakit. Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling Under Market Microstructure Noise. 2016.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.