Nonparametric estimation of stochastic volatility models in the precence of market microstructure noise

Additional Metadata
Thesis Advisor	Dijk, D.J.C.
Persistent URL	hdl.handle.net/2105/7839
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Houwink, F.R. (2010, August 19). Nonparametric estimation of stochastic volatility models in the precence of market microstructure noise. Econometrie. Retrieved from http://hdl.handle.net/2105/7839

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