Pages that link to "Item:Q1992278"
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The following pages link to Nonparametric estimation of volatility and its parametric analogs (Q1992278):
Displaying 13 items.
- Non-parametric volatility estimation in continuous time (Q367547) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- An unscented Kalman smoother for volatility extraction: evidence from stock prices and options (Q2361173) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- The integration of dual-domain method for estimating the volatility of financial assets (Q3014411) (← links)
- (Q3090322) (← links)
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868) (← links)
- (Q3550593) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- Nonparametric estimation for stochastic volatility models (Q5971188) (← links)