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Nonparametric estimation of stochastic volatility models

✍ Scribed by Roberto Renò

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of integrated volatility in s

✍ Jeannette H. C. Woerner 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB 👁 1 views

Institut f . u ur Mathematische Stochastik, Universit . a at G . o ottingen, Maschm . u uhlenweg 8-10, D-37073 G . o ottingen, Germany

Maximum likelihood estimation of stochas

✍ Yacine Aı¨t-Sahalia; Robert Kimmel 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 461 KB

Range-Based Estimation of Stochastic Vol

✍ Sassan Alizadeh; Michael W. Brandt; Francis X. Diebold 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Volatility estimation for stochastic pro

✍ Luiz E. Brandão; James S. Dyer; Warren J. Hahn 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 594 KB

Linear-representation Based Estimation o

✍ CHRISTIAN FRANCQ; JEAN-MICHEL ZAKOÏAN 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 607 KB

Quasi-maximum likelihood estimation of s

✍ Esther Ruiz 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 905 KB