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Mathematical Problems in Engineering
/
2015
/
Article
/
Tab 6
/
Research Article
Microstructure Models with Short-Term Inertia and Stochastic Volatility
Table 6
Volatility estimation, April 2010.
Without dynamics
With dynamics
PEP (
hrs,
)
GS (1/2 day,
)
IBM (1/2 day,
)