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Nonparametric Bayesian volatility learning under microstructure noise

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Gugushvili, Shota, van der Meulen, Frank, Schauer, Moritz, Spreij, Peter
Natura:	Preprint
Pubblicazione:	2018
Soggetti:	Methodology Statistical Finance Machine Learning Primary: 62G20, Secondary: 62M05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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