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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - In: Econometric theory 32 (2016) 4, pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometric theory 32 (2016) 5, pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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Estimating volatility functionals with multiple transactions
Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Econometric theory 33 (2017) 2, pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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Econometric analysis of volatility component models
Wang, Fangfang; Ghysels, Eric - In: Econometric theory 31 (2015) 2, pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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QML inference for volatility models with covariates
Francq, Christian; Le Quyen Thieu - In: Econometric theory 35 (2019) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation
Levine, Michael; Li, Jinguang - In: Econometric theory 28 (2012) 3, pp. 629-669
Persistent link: https://www.econbiz.de/10009545818
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762