SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
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Publication:4993886
DOI10.1017/S0266466620000183zbMath1467.62170OpenAlexW3016896170MaRDI QIDQ4993886
Viktor Todorov, Nicola Fusari, Torben G. Andersen, Rasmus T. Varneskov
Publication date: 11 June 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000183
Related Items
Bias reduction in spot volatility estimation from options, Testing for parameter instability and structural change in persistent predictive regressions
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