Similar Search Results

Stochastic volatility of volatility in continuous time

Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009

Persistent link: https://www.econbiz.de/10003849562

Robust data-driven inference for density-weighted average derivatives

Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009

Persistent link: https://www.econbiz.de/10003883600

Semiparametric modelling and estimation : a selective overview

Kristensen, Dennis - 2009

Persistent link: https://www.econbiz.de/10003883603

Unstable volatility functions : the break preserving local linear estimator

Casas, Isabel; Gijbels, Irène - 2009

Persistent link: https://www.econbiz.de/10003892556

Jump-robust volatility estimation using nearest neighbor truncation

Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009

"LIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"Jump-Robust Volatility Estimation using Nearest Neighbor Truncation var djConfig = { parseOnLoad: true, isDebug: false };NATIONAL BUREAU OF ECONOMIC RESEARCH HOME PAGE Jump-Robust Volatility Estimation using...