The non-parametric estimation of volatility in high frequency data and its bandwidth selection

WANG Jiangtao, ZHOU Yong

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (10) : 2491-2500.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (10) : 2491-2500. DOI: 10.12011/1000-6788(2018)10-2491-10

The non-parametric estimation of volatility in high frequency data and its bandwidth selection

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(10): 2491-2500 https://doi.org/10.12011/1000-6788(2018)10-2491-10

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