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A Journal of Theoretical and Applied Statistics
Volume 53, 2019 - Issue 4
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Original Articles

Efficient nonparametric estimation and inference for the volatility function

Francesco GiordanoDepartment of Economics and Statistics, University of Salerno, Fisciano, ItalyView further author information
&
Maria Lucia ParrellaDepartment of Economics and Statistics, University of Salerno, Fisciano, ItalyCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-9151-2922View further author information
ORCID Icon
Pages 770-791 | Received 17 Feb 2017, Accepted 19 Apr 2019, Published online: 20 May 2019

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