The following pages link to José Manuel Corcuera (Q654401):
Displayed 37 items.
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Multivariate prediction (Q850736) (← links)
- Power variation of some integral fractional processes (Q850768) (← links)
- (Q952857) (redirect page) (← links)
- Approximate predictive pivots for autoregressive processes (Q952858) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Convergence of certain functionals of integral fractional processes (Q1047151) (← links)
- (Q1280557) (redirect page) (← links)
- A characterization of monotone and regular divergences (Q1280559) (← links)
- On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions (Q1283388) (← links)
- Additional utility of insiders with imperfect dynamical information (Q1776012) (← links)
- Completion of a Lévy market by power-jump assets (Q1776029) (← links)
- New central limit theorems for functionals of Gaussian processes and their applications (Q1930612) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Optimal investment in a Lévy market (Q2494467) (← links)
- Pricing CoCos with a Market Trigger (Q2801794) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- A Short Rate Model Using Ambit Processes (Q2841800) (← links)
- Statistical Inference and Malliavin Calculus (Q2904869) (← links)
- Completeness and Hedging in a Lévy Bond Market (Q2909989) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- CoCos with Extension Risk. A Structural Approach (Q2956065) (← links)
- CoCos under short-term uncertainty (Q2974861) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- Implied Lévy volatility (Q3404095) (← links)
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (Q3423702) (← links)
- Asymptotics of weighted random sums (Q3457606) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Riemannian barycentres and geodesic convexity (Q4700423) (← links)
- A Generalized Bayes Rule for Prediction (Q4939932) (← links)
- On the Optimal Investment (Q4976507) (← links)
- (Q5436600) (← links)
- Erratum (Q5746527) (← links)
- Enlargements of filtrations and applications (Q6230543) (← links)
- A continuous auction model with insiders and random time of information release (Q6256298) (← links)