Pages that link to "Item:Q5265876"
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The following pages link to Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876):
Displayed 4 items.
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763) (← links)