Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor
| Year of publication: |
2021
|
|---|---|
| Authors: | Song, Yuping ; Hou, Weijie ; Lin, Zhengyan |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 1 (06.07.), p. 53-82
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12592 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012538248