Author:
Barletta Andrea,Nicolato Elisa
Reference41 articles.
1. Edgeworth expansions for realized volatility and related estimators;Y A�?ta�?t-Sahalia;Journal of Econometrics,2011
2. Retrieving risk-neutral densities embedded in VIX options: a non-Structural approach;A Barletta;CREATES Research Papers,2016
3. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions