期刊: ADVANCES AND APPLICATIONS IN STATISTICS, 2020; 64 (2)
How to differentiate, with automated approaches, the language proficiency between native speakers and the second language learners of a language is a ......
期刊: ADVANCES AND APPLICATIONS IN STATISTICS, 2020; 64 (2)
In this paper, a kernel weighted bipower variation estimator is used to estimate the realized spot volatility for stochastic volatility model with jum......