Semiparametric estimation in continuous-time : asymptotics for integrated volatility functionals with small and large bandwidths
Year of publication: |
2021
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Authors: | Yang, Xiye |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 793-806
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Subject: | Bias correction | Integrated volatility functionals | Matrix calculus | Semiparametric two-step estimation | Schätztheorie | Estimation theory | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics |
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