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2009): “Nonparametric Stochastic Volatility
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2009): “Nonparametric Stochastic Volatility (2008)2009): “Nonparametric Stochastic Volatili…Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing (2012)Spot Variance Path Estimation…A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Distribution of Realized Exchange Rate Volatility (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)
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  • 2012Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing26 cited

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