Open AccessThe Estimation of the Spot Volatility for Diffusion Process
Author(s) -
Weiwei Xu,
Xin Yang,
Shanchao Yang
Publication year - 2021
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2021.112017
Subject(s) - estimator , volatility (finance) , mathematics , mean squared error , econometrics , kernel density estimation , implied volatility , stochastic volatility , statistics