Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
Version of Record online: 29 OCT 2010
© 2010 The Authors Economic Notes © 2010 Banca Monte dei Paschi di Siena SpA.
Volume 39, Issue 1-2, pages 107–127, February / July 2010
How to Cite
Iacus, . S. M. and Yoshida, N. (2010), Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations. Economic Notes, 39: 107–127. doi: 10.1111/j.1468-0300.2010.00224.x
- Issue online: 29 OCT 2010
- Version of Record online: 29 OCT 2010
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