Pages that link to "Item:Q5384667"
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The following pages link to Efficient nonparametric estimation and inference for the volatility function (Q5384667):
Displaying 3 items.
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)