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  • Search: subject:"threshold truncation"
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Year of publication
Subject
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Estimation 1 Estimation theory 1 Lévy measure 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 asymptotics 1 bipower increment 1 diffusive and jump volatility functions 1 jump diffusion 1 nonparametric estimation 1 optimal bandwidth 1 threshold truncation 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Kim, Jihyun 1 Park, Joon Y. 1 Wang, Bin 1
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Working papers / TSE : WP 1
Source
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ECONIS (ZBW) 1
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020
Persistent link: https://www.econbiz.de/10012216029
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