Figueroa-López, José E.

1. Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging
   2020/04/04 by Figueroa-López, José E., Wu, Bei · 2 citations
   #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
2. Small-time expansions for the transition distributions of Lévy processes
   2008/09/04 by Figueroa-López, José E., Houdré, Christian · 1 citation
   #60F99 #60G51 #FOS: Mathematics #Probability (math.PR)
3. Optimal Kernel Estimation of Spot Volatility of Stochastic Differential Equations
   2016/12/14 by Figueroa-López, José E., Li, Cheng · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
4. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
   2022/09/21 by Boniece, B. Cooper, Figueroa-López, José E., Han, Yuchen · 1 citation
   #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)