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Results for multiscale inference
Publications & Outputs
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