Pages that link to "Item:Q3632415"
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The following pages link to NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415):
Displaying 22 items.
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
- Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
- Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)
