Nonparametric Threshold Reweighted Nadaraya-Watson Estimation for Stochastic Volatility Models with Jumps

Pure Mathematics 2026

View at publisher

Authors: 坚冯

DOI: 10.12677/pm.2026.162033

Cited by: 0

References: 15

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Statistical Methods and Inference

References 15