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Nonparametric likelihood for volatility under high frequency data
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - 2015
Persistent link: https://www.econbiz.de/10011280125
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - 2014
Persistent link: https://www.econbiz.de/10010260046
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Empirical likelihood for high frequency data
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - 2017
Persistent link: https://www.econbiz.de/10011609669
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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo; Otsu, Taisuke - 2017
Persistent link: https://www.econbiz.de/10011889203