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NONPARAMETRIC STOCHASTIC VOLATILITY
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- Journal:
- Econometric Theory / Volume 34 / Issue 6 / December 2018
- Published online by Cambridge University Press:
- 03 July 2018, pp. 1207-1255
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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
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- Journal:
- Econometric Theory / Volume 24 / Issue 5 / October 2008
- Published online by Cambridge University Press:
- 14 May 2008, pp. 1174-1206
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- Article
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