Time-varying leverage effects (Q527980): Difference between revisions

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+W2035641289
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+On the functional estimation of jump-diffusion models.
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
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+Inference for Continuous Semimartingales Observed at High Frequency
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