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Nonparametric statistics
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Renò, Roberto
12
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Bandi, Federico M.
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Roma, Antonio
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ECONIS (ZBW)
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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
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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
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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
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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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