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)

科研成果: 期刊稿件 › 期刊论文

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Economics, Econometrics and Finance