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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~person:"Mancino, Maria Elvira"
~subject:"Fourier transform"
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Journal of financial econometrics
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of economic interaction and coordination
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Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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