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Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
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On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
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