Baidu
map

NONPARAMETRIC STOCHASTIC VOLATILITY

Bandi, FM; Reno, R

Reno, R (reprint author), Univ Verona, Via Cantarane 24, I-37129 Verona, Italy.

ECONOMETRIC THEORY, 2018; 34 (6): 1207

Abstract

We provide nonparametric methods for stochastic volatility modeling. Our methods allow for the joint evaluation of return and volatility dynamics with......

Full Text Link


Baidu
map
Baidu
map
Baidu
map