"Nonparametric estimation of jump characteristics under market ..."

Chao Yu, Xujie Zhao, Bo Zhang (2017)

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DOI: 10.1080/03610918.2015.1096382

access: closed

type: Journal Article

metadata version: 2020-05-10

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Chao Yu, Xujie Zhao, Bo Zhang:
Nonparametric estimation of jump characteristics under market microstructure noise. Commun. Stat. Simul. Comput. 46(5): 3575-3587 (2017)

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