Pages that link to "Item:Q2447655"
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The following pages link to Power variation from second order differences for pure jump semimartingales (Q2447655):
Displaying 8 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)