Assessing relative volatility/ intermittency/energy dissipation

Schmiegel, Jürgen, Pakkanen, Mikko S., Barndorff-Nielsen, Ole E. . Electronic Journal of Statistics 2014. 8 (2) :1996-2021

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Bibtex

@article{CIS-350128,
  Author = {Schmiegel, Jürgen and Pakkanen, Mikko S. and Barndorff-Nielsen, Ole E.},
  Title = {Assessing relative volatility/ intermittency/energy dissipation},
  Journal = {Electronic Journal of Statistics},
  Volume = {8},
  Number = {2},
  Year = {2014},
  Pages = {1996--2021},
  Keywords = {}
}

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