Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality

Author： Vatter Thibault   Wu Hau-Tieng   Chavez-Demoulin Valérie   Yu Bin  

Publisher： MDPI

E-ISSN： 2225-1146|3|4|864-887

ISSN： 2225-1146

Source： Econometrics, Vol.3, Iss.4, 2015-12, pp. : 864-887

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