Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1687-1847
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
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
- Creator
-
Cai, Jingwei
Zhu, Quanxin
Chen, Ping
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1186/s13662-020-02832-5
- URN
-
urn:nbn:de:101:1-2020091621123913541638
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Cai, Jingwei
- Zhu, Quanxin
- Chen, Ping
- SpringerLink (Online service)
Other Objects (12)
Market instability and economic complexity: Theoretical lessons from transition experiments
Retraction Note: Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Analysis of the sports action recognition model based on the LSTM recurrent neural network
Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
Creation of stable Pseudomonas aeruginosa promoter–reporter fusion mutants using linear plasmid DNA transformation
Existence of solutions for subquadratic convex operator equations at resonance and applications to Hamiltonian systems
New insights into the helical structure of 30-nm chromatin fibers
Are healthy smokers really healthy?
Interannual snowfall variations in Central Asia and their association with ENSO and stratospheric polar vortex during winter
The role of cigarette smoke-induced pulmonary vascular endothelial cell apoptosis in COPD
Reserves growth trend and potential analysis of Junggar Basin
Market instability and economic complexity: Theoretical lessons from transition experiments
Retraction Note: Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Analysis of the sports action recognition model based on the LSTM recurrent neural network
Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
Creation of stable Pseudomonas aeruginosa promoter–reporter fusion mutants using linear plasmid DNA transformation
Existence of solutions for subquadratic convex operator equations at resonance and applications to Hamiltonian systems
New insights into the helical structure of 30-nm chromatin fibers
Are healthy smokers really healthy?
Interannual snowfall variations in Central Asia and their association with ENSO and stratospheric polar vortex during winter
The role of cigarette smoke-induced pulmonary vascular endothelial cell apoptosis in COPD
Reserves growth trend and potential analysis of Junggar Basin
Market instability and economic complexity: Theoretical lessons from transition experiments
Retraction Note: Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Research on Financial Risk Evaluation and Control of Tourism Enterprises Based on Improved GA Algorithm
Analysis of the sports action recognition model based on the LSTM recurrent neural network
Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
Creation of stable Pseudomonas aeruginosa promoter–reporter fusion mutants using linear plasmid DNA transformation
Existence of solutions for subquadratic convex operator equations at resonance and applications to Hamiltonian systems
New insights into the helical structure of 30-nm chromatin fibers
Are healthy smokers really healthy?
Interannual snowfall variations in Central Asia and their association with ENSO and stratospheric polar vortex during winter
The role of cigarette smoke-induced pulmonary vascular endothelial cell apoptosis in COPD