Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256)
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scientific article; zbMATH DE number 7489593
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| English | Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps |
scientific article; zbMATH DE number 7489593 |
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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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0.8479578495025635
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0.8419045209884644
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0.83284991979599
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0.828183650970459
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0.8131381869316101
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