Pages that link to "Item:Q2430253"
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The following pages link to Nonparametric estimation for stochastic volatility models (Q2430253):
Displaying 6 items.
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
