Work

Nonparametric Stochastic Volatility

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1158438

Authors: Federico Maria Bandi, Roberto Renò

Institutions: Johns Hopkins University, École Supérieure des Sciences Économiques et Commerciales, ESSEC Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1500828897

Cites: 81

Cited by: 40

Related to: 10