2022
DOI: 10.1007/s42081-022-00185-9
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Nonparametric Bayesian volatility learning under microstructure noise

Abstract: General rightsCopyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights.• Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commer… Show more

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