The following pages link to Isabel Casas (Q299257):
Displayed 5 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)