MARMI, STEFANO
MARMI, STEFANO
Matematica 'U. Dini' (attivo dal 01/08/1980 al 31/12/2012)
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Asymptotic results for the Fourier estimator of the integrated quarticity
2019 Giulia Livieri, Maria Elvira Mancino, Stefano Marmi
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts
2024 Giacomo Toscano; Giulia Livieri; Maria Elvira Mancino; Stefano Marmi
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Asymptotic results for the Fourier estimator of the integrated quarticity | 2019 | Giulia Livieri, Maria Elvira Mancino, Stefano Marmi | |
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts | 2024 | Giacomo Toscano; Giulia Livieri; Maria Elvira Mancino; Stefano Marmi |