Dobrislav Dobrev

Available identifiers

zbMath Open dobrev.dobrislavMaRDI QIDQ277160

List of research outcomes

Publication	Date of Publication	Type
Jump-robust volatility estimation using nearest neighbor truncation	2017-05-12	Paper
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications	2016-05-04	Paper
A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY	2014-06-20	Paper

Research outcomes over time

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