About this scholarly article

Non-parametric Estimation Of High-frequency Spot Volatility For Brownian Semimartingale With Jumps by Yu, Chao; Fang, Yue; Li, Zeng; Zhang, Bo; Zhao, Xujie is a scholarly article available to read on EtoBox.

Author

Yu, Chao; Fang, Yue; Li, Zeng; Zhang, Bo; Zhao, Xujie

Publisher

John Wiley and Sons; Wiley (Blackwell Publishing); Wiley-Blackwell; Wiley (ISSN 0143-9782)

Published

2014

Language

EN