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Economics Letters
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Nonparametric estimation of stochastic volatility models
Reno, Roberto
- In:
Economics Letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10005355607
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2
On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio
;
Reno, Roberto
- In:
Economics Letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10005361972
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