Robust Volatility Estimation with and Without the Drift Parameter
Shaik, Muneer; Maheswaran, S.
- 期刊名称Journal of Quantitative Economics
- 作者Shaik, Muneer; Maheswaran, S.
- 印刷ISSN0971-1554
- 电子ISSN2364-1045
- 文件大小612.57KB
- 发表时间2018-3-22
- DOI10.1007/s40953-018-0129-4