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Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto - In: Econometric theory 24 (2008) 5, pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
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Nonparametric stochastic volatility
Bandi, Federico M.; Renò, Roberto - In: Econometric theory 34 (2018) 6, pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
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IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
Mancini, Cecilia; Gobbi, Fabio - In: Econometric theory 28 (2012) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10009847385
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Identifying the Brownian covariation from the co-jumps given discrete observations
Mancini, Cecilia; Gobbi, Fabio - In: Econometric theory 28 (2012) 2, pp. 249-273
Persistent link: https://www.econbiz.de/10009520971
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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
Renò, Roberto - In: Econometric theory 24 (2008) 5, pp. 1174-1206
Persistent link: https://www.econbiz.de/10008088977