Nonparametric estimation of stochastic volatility models (Q1929062): Difference between revisions

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+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+Modeling and Forecasting Realized Volatility
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Closing the GARCH gap: Continuous time GARCH modeling
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+On estimating the diffusion coefficient from discrete observations
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+The dynamics of stochastic volatility: evidence from underlying and options markets
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