Spectral characterization of the optional quadratic variation process

K. Dzhaparidze, P. Spreij

Research output: Working paperProfessional

44 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1992

Publication series

NameSerie Research Memoranda
No.1992-17

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