Publications

Francesco GIORDANO Publications


2019
Articolo in rivista
Efficient nonparametric estimation and inference for the volatility function
STATISTICS. Vol. 53:4. Pag.770-791
ISSN:0233-1888.
Giordano, Francesco; Parrella, Maria Lucia
Digital Object Identifier (DOI): 10.1080/02331888.2019.1615066
Codice identificativo ISI: WOS:000468659600001
Codice identificativo SCOPUS: 2-s2.0-85066082865
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2019
Articolo in rivista
On the estimation of non linear functions in stochastic volatility models
COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. Pag.1-13
ISSN:0361-0926.
Albano, Giuseppina; Giordano, Francesco; Perna, Cira
Versione online
Digital Object Identifier (DOI): 10.1080/03610926.2019.1635700
Codice identificativo ISI: WOS:000474166200001
Codice identificativo SCOPUS: 2-s2.0-85068556950
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