Shin Kanaya
Selected Publications
Estimation of stochastic volatility models by nonparametric filtering
A two-step estimation method of stochastic volatility models is proposed: In the first step, we nonparametrically […]
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Estimation of stochastic volatility models by nonparametric filtering
A two-step estimation method of stochastic volatility models is proposed: In the first step, we nonparametrically […]