Sophon Tunyavetchakit. (2016). Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise. https://doi.org/10.11588/heidok.00021450
Chicago Style (17th ed.) CitationSophon Tunyavetchakit. Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling Under Market Microstructure Noise. Heidelberg, 2016. https://doi.org/10.11588/heidok.00021450.
MLA (9th ed.) CitationSophon Tunyavetchakit. Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling Under Market Microstructure Noise. 2016. https://doi.org/10.11588/heidok.00021450.
Warning: These citations may not always be 100% accurate.