Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1738 https://ink.library.smu.edu.sg/context/soe_research/article/2737/viewcontent/DongYingjie_Publication.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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