Working papers
Recent working papers on the Fourier volatility estimation method and its applications
Recent working papers on the Fourier volatility estimation method and its applications
Mancino ME, Maglione F, Toscano G, Bambagioni L, Buffa G, Fantinato E., Lombardi G.V. (2026) Vulnerability at the peak: High-frequency climate volatility and honey production. In https://doi.org/10.21203/rs.3.rs-10424857/v1
Chang P, Bukuru R, Gebbie T (2019) Revisiting the Epps effect using volume time averaging: An exercise in R. ArXiv:1912.02416
Chen RY (2019) The Fourier transform method for volatility functional inference by asynchronous observations. ArXiv:1911.02205