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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 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
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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