Nonparametric Estimation of the Integrated Volatility of Jump-Diffusion Processes with Noisy High-Frequency Data
YE Xuguo, LIN Jinguan
Nonparametric Estimation of the Integrated Volatility of Jump-Diffusion Processes with Noisy High-Frequency Data
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |