Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps |
scientific article; zbMATH DE number 7489593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps |
scientific article; zbMATH DE number 7489593 |
Statements
Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (English)
0 references
15 March 2022
0 references
spot volatility
0 references
threshold
0 references
range-based estimator
0 references
time-dependent
0 references
high-frequency data
0 references
0 references
0 references
0 references
0 references
