Pages that link to "Item:Q2190225"
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The following pages link to Volatility estimation and jump detection for drift-diffusion processes (Q2190225):
Displaying 5 items.
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)