Pages that link to "Item:Q4916956"
From MaRDI portal
The following pages link to A Semiparametric Model of Estimating Volatility of Diffusion Processes (Q4916956):
Displaying 4 items.
- A semiparametric stochastic volatility model (Q738174) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)