A Fourier transform method for nonparametric estimation of multivariate volatility

Published 2009 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
A Fourier transform method for nonparametric estimation of multivariate volatility
Authors
Keywords
-
Journal
ANNALS OF STATISTICS
Volume 37, Issue 4, Pages 1983-2010
Publisher
Institute of Mathematical Statistics
Online
2009-06-18
DOI
10.1214/08-aos633

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.