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isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~subject:"Heteroskedastizität"
~subject:"Local time"
~subject:"Spot interest rate"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
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Spot interest rate
Volatility
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Volatilität
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3
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2
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Cauchy estimator
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Jump diffusion
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Model selection
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Park, Joon Y.
Botosaru, Irene
1
Brüggemann, Ralf
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Choi, Hwan-sik
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Chung, Heetaik
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Dette, Holger
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Gonçalves, Sílvia
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Granger, C. W. J.
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Hallin, Marc
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Jeong, Minsoo
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
3
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
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