The views expressed in this paper are those of the authors and are not necessarily reflective of views at the Federal Reserve Bank of New York or the Federal Reserve System. Any errors or omissions are the responsibility of the authors. Jump-Robust Volatility Estimation using Nearest Neighbor ...
So it bank shall be out of business as well as the officers belong in the prison eg just what females did with the crooks in the Scandinavia. Nothing unmarried You>S. banker visited jail. Disgusting. Playing with fractional reserve financial financing, they won’t actually provide all of us...
Torben G. Andersen ,Dobrislav Dobrev, Ernst Shaumburg (1974), « Jump- robust volatility estimation using nearest neighbor truncation », Federal reserve bank of new York , Staff reports numero 465, August 2010.Andersen, T. G., Dobrev, D. and Schaumburg, E. (2012). Jump-Robust ...