Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_92 ◽

2014 ◽

pp. 2519-2533

Author(s):

Chuan-Hsiang Han

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Volatility Estimation ◽

Fourier Transform Methods ◽

Instantaneous Volatility

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Fourier Transform Methods Applied To The Analysis Of Microphotometric Images Of Histologic Sections

10.1117/12.951889 ◽

1989 ◽

Author(s):

Harvey E. Dytch ◽

George L. Wied

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

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A complete numerical simulation of the techniques of alternating current linear sweep and cyclic voltammetry: analysis of a reversible process by conventional and fast Fourier transform methods

Journal of Electroanalytical Chemistry ◽

10.1016/s0022-0728(99)00476-3 ◽

2000 ◽

Vol 480 (1-2) ◽

pp. 133-149 ◽

Cited By ~ 58

Author(s):

D.J. Gavaghan ◽

A.M. Bond

Keyword(s):

Numerical Simulation ◽

Cyclic Voltammetry ◽

Fourier Transform ◽

Fast Fourier Transform ◽

Alternating Current ◽

Linear Sweep ◽

Reversible Process ◽

Transform Methods ◽

Fourier Transform Methods ◽

Cyclic Voltammetry Analysis

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Coherent Transient Microwave Spectroscopy and Fourier Transform Methods

Laser and Coherence Spectroscopy ◽

10.1007/978-1-4684-2352-5_2 ◽

1978 ◽

pp. 125-196 ◽

Cited By ~ 10

Author(s):

T. G. Schmalz ◽

W. H. Flygare

Keyword(s):

Fourier Transform ◽

Microwave Spectroscopy ◽

Transform Methods ◽

Fourier Transform Methods

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Pulse Fourier Transform Methods

High Resolution NMR ◽

10.1016/b978-0-12-084660-3.50015-x ◽

1980 ◽

pp. 222-239

Author(s):

EDWIN D. BECKER

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

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Fourier Transform Methods

Introductory Applications of Partial Differential Equations ◽

10.1002/9781118032831.ch6 ◽

2011 ◽

pp. 255-296

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

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7 Fourier Transform Methods and Second-Order Partial Differential Equations

Pure and Applied Mathematics ◽

10.1016/s0079-8169(08)61937-6 ◽

1971 ◽

pp. 278-302 ◽

Cited By ~ 1

Keyword(s):

Fourier Transform ◽

Partial Differential Equations ◽

Differential Equations ◽

Second Order ◽

Partial Differential ◽

Transform Methods ◽

Fourier Transform Methods

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Study on Fourier transform methods in A 3-D parabolic equation

2014 XXXIth URSI General Assembly and Scientific Symposium (URSI GASS) ◽

10.1109/ursigass.2014.6929175 ◽

2014 ◽

Author(s):

Rui Zhang ◽

Hongguang Wang ◽

Lijun Zhang

Keyword(s):

Fourier Transform ◽

Parabolic Equation ◽

Transform Methods ◽

Fourier Transform Methods

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Fourier transform methods

Spatio-Temporal Image Processing - Lecture Notes in Computer Science ◽

10.1007/3-540-57418-2_17 ◽

1993 ◽

pp. 110-118

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

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Fourier Transform Methods in Finance

10.1002/9781119207825 ◽

2012 ◽

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

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Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods

Statistics & Probability Letters ◽

10.1016/j.spl.2019.108600 ◽

2020 ◽

Vol 156 ◽

pp. 108600

Author(s):

Milan Merkle ◽

Yuri F. Saporito ◽

Rodrigo S. Targino

Keyword(s):

Fourier Transform ◽

Parameter Estimation ◽

Stochastic Volatility ◽

Bayesian Approach ◽

Continuous Time ◽

Stochastic Volatility Models ◽

Transform Methods ◽

Volatility Models ◽

Fourier Transform Methods

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