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Search: subject:"Volatility functionals"
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Yang, Xiye
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Semiparametric estimation in continuous-time : asymptotics for integrated
volatility
functionals
with small and large bandwidths
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 793-806
Persistent link: https://www.econbiz.de/10012587983
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2
Time-invariant restrictions of
volatility
functionals
: efficient estimation and specification tests
Yang, Xiye
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 486-516
Persistent link: https://www.econbiz.de/10012439497
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