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Alessandro Cardinali

Personal Details

First Name:Alessandro
Middle Name:
Last Name:Cardinali
Suffix:
RePEc Short-ID:pca935
[This author has chosen not to make the email address public]

Affiliation

Univeristy of Bristol, School of Matematics

http://www.maths.bris.ac.uk
Bristol

Research output

as
Jump to: Articles

Articles

  1. Alessandro Cardinali, 2012. "Estimating volatility from ATM options with lognormal stochastic variance and long memory," Applied Financial Economics, Taylor & Francis Journals, vol. 22(9), pages 733-748, May.
  2. Cardinali Alessandro & Nason Guy P, 2011. "Costationarity of Locally Stationary Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-35, January.

Citations

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Articles

  1. Cardinali Alessandro & Nason Guy P, 2011. "Costationarity of Locally Stationary Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-35, January.

    Cited by:

    1. Cardinali, Alessandro & Nason, Guy P., 2013. "Costationarity of Locally Stationary Time Series Using costat," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i01).
    2. Schnurr Alexander & Woerner Jeannette H. C., 2011. "Well-balanced Lévy driven Ornstein–Uhlenbeck processes," Statistics & Risk Modeling, De Gruyter, vol. 28(4), pages 343-357, December.

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