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Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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2
Which moments to match?
Gallant, A. Ronald
- In:
Econometric theory
12
(
1996
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001210205
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3
On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong
;
Reiß, Markus
- In:
Econometric theory
27
(
2011
)
3
,
pp. 497-521
Persistent link: https://www.econbiz.de/10009266730
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4
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
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5
Spatial dependence in option observation errors
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
37
(
2021
)
2
,
pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
Saved in:
6
Which Moments to Match?
Gallant, A.Ronald
;
Tauchen, George
- In:
Econometric theory
12
(
1996
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10007003407
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