Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059): Difference between revisions
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Latest revision as of 22:02, 4 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction estimation for return models with jumps using gamma asymmetric kernels |
scientific article |
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels (English)
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17 April 2023
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continuous-time return model
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high frequency financial data
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Nadaraya-Watson estimator
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resistance to sparse design
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variance and bias reduction
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