List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Variance reduction estimation for return models with jumps using gamma asymmetric kernels Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
| Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of Shibor Journal of Time Series Analysis | 2022-02-18 | Paper |
| Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
Research outcomes over time
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