Nonparametric Bayesian volatility learning under microstructure noise

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Publication year
2023
Author(s)
Gugushvili, S.
Meulen, F. van der
Schauer, M.
Spreij, P.J.C.
Source
Japanese journal of statistics and data science, 6, 1, (2023), pp. 551-571
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Article / Letter to editor
Please use this identifier to cite or link to this item: https://hdl.handle.net/2066/294644   https://hdl.handle.net/2066/294644
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