Pages that link to "Item:Q4903032"
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The following pages link to Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032):
Displaying 4 items.
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
