NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS

Chao Yu (First Author), Yue Fang (Participant Author), Xujie Zhao (Participant Author), Bo Zhang (Participant Author), Zeng Li (Participant Author)

Research output: Contribution to journal › Journal

Fingerprint

Dive into the research topics of 'NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS'. Together they form a unique fingerprint.

Economics, Econometrics and Finance