Unstable volatility: The break-preserving local linear estimator
- Casas, I.
- Gijbels, I.
ISSN: 1048-5252, 1029-0311
Year of publication: 2012
Volume: 24
Issue: 4
Pages: 883-904
Type: Article
ISSN: 1048-5252, 1029-0311
Year of publication: 2012
Volume: 24
Issue: 4
Pages: 883-904
Type: Article