Bonsoo Koo

Selected Publications

Journal Article
Working Paper
Let’s get LADE: robust estimation of semiparametric multiplicative volatility models

We investigate a model in which we connect slowly time varying unconditional long-run volatility with short-run […]

Bonsoo Koo, Oliver Linton
31 August 2015 | Journal Article

Previous version

Let’s get LADE: robust estimation of semiparametric multiplicative volatility models
Bonsoo Koo, Oliver Linton
19 March 2013 | CWP11/13
Let’s get LADE: robust estimation of semiparametric multiplicative volatility models

We investigate a model in which we connect slowly time varying unconditional long-run volatility with short-run […]

Bonsoo Koo, Oliver Linton
19 March 2013 | CWP11/13

Latest version

Let’s get LADE: robust estimation of semiparametric multiplicative volatility models
Bonsoo Koo, Oliver Linton
31 August 2015 | Journal Article
1