Number of items: 2.
Article
Kim, Jihyun, Park, Joon and Wang, Bin
(2021)
Estimation of volatility functions in jump diffusions using truncated bipower increments.
Econometric Theory, vol. 37 (N° 5).
pp. 926-958.
Monograph
Kim, Jihyun, Park, Joon and Wang, Bin
(2020)
Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments.
TSE Working Paper, n. 20-1096, Toulouse