The following pages link to Federico M. Bandi (Q276916):
Displaying 21 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Long-run risk-return trade-offs (Q291124) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- (Q527979) (redirect page) (← links)
- Time-varying leverage effects (Q527980) (← links)
- Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- (Q1739635) (redirect page) (← links)
- The scale of predictability (Q1739637) (← links)
- \(\beta\) in the tails (Q2116327) (← links)
- Microstructure Noise, Realized Variance, and Optimal Sampling (Q3502142) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
- EXcess Idle Time (Q4614985) (← links)
- NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Fully Nonparametric Estimation of Scalar Diffusion Models (Q5472958) (← links)
- Business-cycle consumption risk and asset prices (Q6090595) (← links)
- Systematic staleness (Q6152589) (← links)
- Realized Volatility Forecasting in the Presence of Time-Varying Noise (Q6666931) (← links)
