Pages that link to "Item:Q5176864"
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The following pages link to NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864):
Displaying 5 items.
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Nonparametric estimation of jump characteristics under market microstructure noise (Q4976548) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
