Spectral characterization of the optional quadratic variation process

K. Dzhaparidze, P. Spreij

Research output: Working paper / Preprint › Working paper › Professional

49 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication status	Published - 1992

Name	Serie Research Memoranda
No.	1992-17

Access to Document

@techreport{802cf466fef2488e95d01838c4a71f47,

title = "Spectral characterization of the optional quadratic variation process",

author = "K. Dzhaparidze and P. Spreij",

year = "1992",

language = "English",

series = "Serie Research Memoranda",

publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

number = "1992-17",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

}

TY - UNPB

T1 - Spectral characterization of the optional quadratic variation process

AU - Dzhaparidze, K.

AU - Spreij, P.

PY - 1992

Y1 - 1992

M3 - Working paper

T3 - Serie Research Memoranda

BT - Spectral characterization of the optional quadratic variation process

PB - Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

CY - Amsterdam

ER -