INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544): Difference between revisions

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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Pricing options on realized variance
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+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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+Limit theorems for multipower variation in the presence of jumps
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+A Tale of Two Time Scales
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+Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
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+Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+The Distribution of Realized Exchange Rate Volatility
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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+Testing for jumps in a discretely observed process
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+Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
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+Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
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+Long memory in continuous-time stochastic volatility models
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+Testing for common arrivals of jumps for discretely observed multidimensional processes
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