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Nonparametric analysis for risk management and market microstructure
Cosma, Antonio - 2004
Persistent link: https://www.econbiz.de/10003775518
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A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845
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A nonparametric ACD model
Cosma, Antonio; Galli, Fausto - In: Financial mathematics, volatility and covariance modelling, (pp. 122-144). 2019
Persistent link: https://www.econbiz.de/10012249110
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Missing endogenous variables in conditional moment restriction models
Cosma, Antonio; Kostyrka, Andreï; Tripathi, Gautam - 2024
Persistent link: https://www.econbiz.de/10014472580