Nonparametric Estimation of the Diffusion Coefficient of...

Nonparametric Estimation of the Diffusion Coefficient of Stochastic Volatility Models

Roberto Renò
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/20142538
Date:
October, 2008
File:
PDF, 2.59 MB
english, 2008
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