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Risk control : who cares?
Taylor, Nicholas, (2017)
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang, (2000)
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia, (2002)
Conditionaly heteroskedastic factor models : identification and instrumental variables estmation
Doz, Catherine, (2004)
Econometric models of option pricing errors
Renault, Eric, (1997)
Moment-based estimation of stochastic volatility models
Renault, Eric, (2009)