scholarly journals Non-parametric estimation of the coefficients of ergodic diffu- sion processes based on high-frequency data

2012 ◽  
pp. 365-402
Keyword(s):  
High Frequency ◽  
Parametric Estimation ◽  
High Frequency Data ◽  
Frequency Data ◽  
Non Parametric Estimation ◽  
Non Parametric

NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS

2014 ◽  
Vol 35 (6) ◽  
pp. 572-591 ◽  
Author(s):  
Chao Yu ◽  
Yue Fang ◽  
Zeng Li ◽  
Bo Zhang ◽  
Xujie Zhao
Keyword(s):  
High Frequency ◽  
Parametric Estimation ◽  
Spot Volatility ◽  
Non Parametric Estimation ◽  
Non Parametric
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