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~isPartOf:"ERID working paper"
~person:"Gil-Alaña, Luis A."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Nonparametric statistics"
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Nonparametric statistics
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
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2011
Persistent link: https://www.econbiz.de/10009559404
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Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
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2011
Persistent link: https://www.econbiz.de/10009561739
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Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
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2011
Persistent link: https://www.econbiz.de/10009561745
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