Bias-optimal vol-of-vol estimation: the role of window overlapping
Crossref DOI link: https://doi.org/10.1007/s10203-021-00349-4
Published Online: 2021-07-30
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Toscano, Giacomo
Recchioni, Maria Cristina
Text and Data Mining valid from 2021-07-30
Version of Record valid from 2021-07-30
Article History
Received: 15 May 2020
Accepted: 15 July 2021
First Online: 30 July 2021
Declarations
:
: The authors have no conflict of interest to declare.
: See supplementary file.