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Semi-parametric comparison of stochastic volatility models using realized measures
Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-667
Persistent link: https://www.econbiz.de/10003342934
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Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-668
Persistent link: https://www.econbiz.de/10007632098
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Uncertainty, information acquisition, and price swings in asset markets
Mele, Antonio; Sangiorgi, Francesco - In: The review of economic studies 82 (2015) 4, pp. 1533-1567
Persistent link: https://www.econbiz.de/10011457032
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Simulated non-parametric estimation of dynamic models
Altissimo, Filippo; Mele, Antonio; Gopinath, Gita - In: The review of economic studies 76 (2009) 2, pp. 413-450
Persistent link: https://www.econbiz.de/10003828139
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Simulated Non-Parametric Estimation of Dynamic Models
Altissimo, Filippo; Mele, Antonio - In: The review of economic studies 76 (2009) 2, pp. 413-450
Persistent link: https://www.econbiz.de/10008235697