Nonparametric estimation of stochastic volatility models (Q1929062)

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Nonparametric estimation of stochastic volatility models
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    title
    Nonparametric estimation of stochastic volatility models (English)
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    author
    Roberto Renò
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    publication date
    7 January 2013
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    Mathematics Subject Classification ID
    91G70
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    62P05
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    62G05
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    zbMATH DE Number
    6122290
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    zbMATH Keywords
    nonparametric estimation
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    stochastic volatility
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    realized volatility
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