Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps |
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Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (English)
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15 March 2022
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spot volatility
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threshold
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range-based estimator
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time-dependent
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high-frequency data
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