Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1687-1847
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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online resource.
- Erschienen in
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Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps ; volume:2020 ; number:1 ; day:23 ; month:7 ; year:2020 ; pages:1-12 ; date:12.2020
Advances in difference equations ; 2020, Heft 1 (23.7.2020), 1-12, 12.2020
- Urheber
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Cai, Jingwei
Zhu, Quanxin
Chen, Ping
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1186/s13662-020-02832-5
- URN
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urn:nbn:de:101:1-2020091621123913541638
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 11:00 MESZ
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Beteiligte
- Cai, Jingwei
- Zhu, Quanxin
- Chen, Ping
- SpringerLink (Online service)
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