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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
64
Theory
63
Volatility
39
Volatilität
37
Italien
21
Italy
20
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19
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EU countries
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Estimation theory
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Bank regulation
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Statistische Verteilung
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Zinsstruktur
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Liquidity
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English
12
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Renò, Roberto
12
Pirino, Davide
3
Bandi, Federico M.
2
Roma, Antonio
2
Schaefer, Stephen M.
2
Christensen, Kim
1
Mancini, Cecilia
1
Oomen, Roel
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Quaderni del Dipartimento di Economia Politica / Università degli Studi di Siena
3
Econometric theory
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Global COE Hi-Stat discussion paper series
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International journal of theoretical and applied finance
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ECONIS (ZBW)
12
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1
Nonparametric estimation of the diffusion coefficient via Fourier analysis, with application to short rate modeling
Renò, Roberto
-
2004
Persistent link: https://www.econbiz.de/10003023757
Saved in:
2
Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Saved in:
3
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
Saved in:
4
A comparison of alternative nonparametric estimators of the short rate diffusion coefficient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen M.
-
2004
Persistent link: https://www.econbiz.de/10003024057
Saved in:
5
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Saved in:
6
Nonparametric estimation in models with Lévy type jumps and stochastic volatility
Mancini, Cecilia
;
Renò, Roberto
-
2005
Persistent link: https://www.econbiz.de/10003320049
Saved in:
7
A comparison of alternative non-parametric estimators of the short rate diffusion coeffcient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen M.
- In:
Economic notes : economic review of Banca Monte dei …
35
(
2006
)
3
,
pp. 227-252
Persistent link: https://www.econbiz.de/10003429767
Saved in:
8
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854417
Saved in:
9
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
10
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
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