Kernel deconvolution of stochastic volatility models (Q4677031): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9892.2004.01825.x
@@ Property / DOI: 10.1111/j.1467-9892.2004.01825.x / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2004.01825.x
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@@ Property / OpenAlex ID @@
+W3123082839
@@ Property / OpenAlex ID: W3123082839 / rank @@
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@@ Property / cites work @@
+Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
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@@ Property / cites work @@
+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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@@ Property / cites work @@
+Local polynomial estimators of the volatility function in nonparametric autoregression
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@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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@@ Property / DOI @@
+.1111/J.1467-9892.2004.01825.X
@@ Property / DOI: 10.1111/J.1467-9892.2004.01825.X / rank @@
+Normal rank