INSTITUTE OF APPLIED MATHEMATICS
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Affiliation: Central Bank of the Republic of Turkey

  • 2008:
    1. Optimizable Multiresolution Quadratic Variation Filter For High-Frequency Financial Data. A. Şen. Master's thesis, Middle East Technical University, 2008. BibTeX ]
      @mastersthesis{Sen2008,
        author        = {Aykut Şen},
        title         = {Optimizable Multiresolution Quadratic Variation Filter For High-Frequency Financial Data},
        school        = {Middle East Technical University},
        year          = {2008},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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