SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886): Difference between revisions

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+Parametric Inference and Dynamic State Recovery From Option Panels
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+INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS
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+Unified inference for nonlinear factor models from panels with fixed and large time span
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+Optimal positioning in derivative securities
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+GMM estimation with cross sectional dependence
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+Non-nested testing of spatial correlation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+On spatial processes and asymptotic inference under near-epoch dependence
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+HAC estimation in a spatial framework
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+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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+Limit theory for panel data models with cross sectional dependence and sequential exogeneity
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+CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR  MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
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+Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
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+On a measure of lack of fit in time series models
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+Nonparametric spot volatility from options
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+ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS
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+A spatial autoregressive model with a nonlinear transformation of the dependent variable
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466620000183
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@@ Property / OpenAlex ID @@
+W3016896170
@@ Property / OpenAlex ID: W3016896170 / rank @@
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