PHILLIPS, P. C. B., & YU, J. (2005). A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations. Institutional Knowledge at Singapore Management University.
Chicago Style CitationPHILLIPS, Peter C. B., and Jun YU. A Two-stage Realized Volatility Approach to the Estimation for Diffusion Processes From Discrete Observations. Institutional Knowledge at Singapore Management University, 2005.
MLA CitationPHILLIPS, Peter C. B., and Jun YU. A Two-stage Realized Volatility Approach to the Estimation for Diffusion Processes From Discrete Observations. Institutional Knowledge at Singapore Management University, 2005.
Warning: These citations may not always be 100% accurate.