Spectral characterization of the optional quadratic variation process

K. Dzhaparidze, P. Spreij

Research output: Working paper / PreprintWorking paperProfessional

64 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1993

Publication series

NameSerie Research Memoranda
No.1993-25

Cite this