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1 Ergebnisse
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Double Smoothed Volatility Estimation of Potentially Non‐st..:
Song, Yuping
;
Hou, Weijie
;
Lin, Zhengyan
Journal of Time Series Analysis. 43 (2021) 1 - p. 53-82 , 2021
Link:
https://doi.org/10.1111/jtsa.12592
RT Journal T1
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor
UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_jtsa.12592&Exemplar=1&LAN=DE A1 Song, Yuping A1 Hou, Weijie A1 Lin, Zhengyan PB Wiley YR 2021 SN 0143-9782 SN 1467-9892 JF Journal of Time Series Analysis VO 43 IS 1 SP 53 OP 82 LK http://dx.doi.org/https://doi.org/10.1111/jtsa.12592 DO https://doi.org/10.1111/jtsa.12592 SF ELIB - SuUB Bremen
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