Pages that link to "Item:Q1000328"
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The following pages link to A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328):
Displayed 5 items.
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036) (← links)