The following pages link to Discretization of processes. (Q640731):
Displayed 9 items.
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Volatility occupation times (Q385768) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS (Q2882686) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)