Yu Ping Song

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models	2024-02-13	Paper
Bias reduction estimation for drift coefficient in diffusion models with jumps	2023-07-10	Paper
Variance reduction estimation for return models with jumps using gamma asymmetric kernels	2023-04-17	Paper
Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models	2022-10-04	Paper
Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models	2022-06-03	Paper
Variance reduction approach for the volatility over a finite-time horizon	2022-05-30	Paper
Self-weighted quantile estimation of autoregressive conditional duration model	2022-04-14	Paper
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor	2022-02-18	Paper
Efficient estimation for the volatility of stochastic interest rate models	2022-01-07	Paper
On stock volatility forecasting based on text mining and deep learning under high‐frequency data	2021-11-25	Paper
Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model	2020-05-04	Paper
Bias free threshold estimation for jump intensity function	2019-09-05	Paper
Data driven confidence intervals for diffusion process using double smoothing empirical likelihood	2019-01-04	Paper
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps	2018-10-08	Paper
On Double Smoothed Volatility Estimation of Potentially Nonstationary Jump-Diffusion Model	2018-02-13	Paper
On transforms of timelike isothermic surfaces in pseudo-Riemannian space forms	2017-10-19	Paper
Local Nonparametric Estimation for Second-Order Jump-Diffusion Model Using Gamma Asymmetric Kernels	2017-07-06	Paper
Discretization Error of Stochastic Iterated Integrals	2017-04-17	Paper
One-step Local M-estimator for Integrated Jump-Diffusion Models	2017-04-04	Paper
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions	2014-12-02	Paper
Laguerre isoparametric hypersurfaces in \(\mathbb R^n\) with two distinct non-zero principal curvatures	2014-03-18	Paper
The second variational formula for Laguerre minimal hypersurfaces in \(\mathbb R^n\)	2013-07-11	Paper
Laguerre isothermic surfaces in \(\mathbb R^3\) and their Darboux transformation	2013-02-19	Paper
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model	2013-01-25	Paper
Empirical likelihood inference for the second-order jump-diffusion model	2013-01-25	Paper
Nonparametric Estimation of Second-Order Jump-Diffusion Model	2011-06-27	Paper
Laguerre minimal surfaces in \(\mathbb R^{3}\)	2009-01-05	Paper

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