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~isPartOf:"CREATES research paper"
~subject:"Dynamic Model Selection"
~subject:"Market microstructure"
~subject:"Optionsgeschäft"
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Santucci de Magistris, Paolo
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Grassi, Stefano
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Barletta, Andrea
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Nonejad, Nima
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Rossi, Eduardo
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Violante, Francesco
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CREATES research paper
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ECONIS (ZBW)
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Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
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2
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
3
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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4
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
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