City Research Online - Items where Author is "Saichev, A."

Items where Author is "Saichev, A."

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Saichev, A., Sornette, D., Filimonov, V. & Corsi, F. (2014). Bridge homogeneous volatility estimators. Quantitative Finance, 14(1), pp. 87-99. doi: 10.1080/14697688.2013.819985

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