Media type: E-Book Title: Estimation of volatility functions in jump diffusions using truncated bipower increments Contributor: Kim, Jihyun [Author]; Park, Joon Y. [Author]; Wang, Bin [Author] Published: [Toulouse]: Toulouse School of Economics, [2020] Published in: Toulouse School of Economics: Working papers ; 1096 Extent: 1 Online-Ressource (circa 33 Seiten); Illustrationen Language: English Keywords: nonparametric estimation ; jump diffusion ; asymptotics ; diffusive and jump volatility functions ; Lévy measure ; optimal bandwidth ; bipower increment ; threshold truncation ; Graue Literatur Origination: Footnote: Access State: Open Access