Results for DIFFUSION-COEFFICIENT

Publications & Outputs

1. Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise

   Olhede, S. C., Sykulski, A. M. & Pavliotis, G. A., 2009, In: Multiscale Modeling and Simulation. 8, 2, p. 393-427 35 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review