Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise#br#

Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise#br#

FU Jinyu, LIN Jinguan

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2022, Vol. 38 ›› Issue (6) : 887. DOI: 10.3969/j.issn.1001-4268.2022.06.007

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Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise#br#

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2022, 38(6): 887 https://doi.org/10.3969/j.issn.1001-4268.2022.06.007

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