Hat mitgewirkt an:
-
Abelian theorem for stochastic volatility models and semiparametric estimation of the signal space
-
Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility
-
Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility
-
Estimation of the activity of jumps for time-changed Lévy processes