Maria Elvira Mancino | DeepAI

Chat Image Generator Video Music Voice Chat Photo Editor

Featured Co-authors

Giulia Livieri
4 publications
Stefano Marmi
2 publications
Yukie Yasuda
1 publication
Giacomo Toscano
1 publication
Jirô Akahori
1 publication
Nien-Lin Liu
1 publication
Tommaso Mariotti
1 publication

research

∙ 04/10/2023

Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix

In this paper we propose an estimator of spot covariance matrix which en...

0 Jirô Akahori, et al. ∙

research

∙ 12/29/2021

Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts

We study the asymptotic normality of two estimators of the integrated vo...

0 Giulia Livieri, et al. ∙

Success!

An error occurred