Tracking volatility

Lev Goldentyer, Fima C Klebaner, Robert Sh Liptser

Research output: Contribution to journal › Article › Research › peer-review

3 Citations (Scopus)

Original language	English
Pages (from-to)	212 - 229
Number of pages	18
Journal	Problems of Information Transmission
Volume	41
Issue number	3
DOIs	https://doi.org/10.1007/s11122-005-0026-2
Publication status	Published - 2005

Access to Document

@article{6c2b956eb9c1448aa162a0faec2f91b9,

title = "Tracking volatility",

author = "Lev Goldentyer and Klebaner, {Fima C} and Liptser, {Robert Sh}",

year = "2005",

doi = "10.1007/s11122-005-0026-2",

language = "English",

volume = "41",

pages = "212 -- 229",

journal = "Problems of Information Transmission",

issn = "0032-9460",

publisher = "M A I K Nauka - Interperiodica",

number = "3",

}