Pages that link to "Item:Q4987543"
From MaRDI portal
The following pages link to Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543):
Displaying 4 items.
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
- (Q6114224) (← links)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)