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Univeristy of Bristol, School of Matematicshttp://www.maths.bris.ac.uk
Research outputJump to: Articles
- 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.
- 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.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- 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.
- 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).
- 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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