Identifying Jumps in Asset Prices (Q3112467): Difference between revisions

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+Financial Modelling with Jump Processes
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+Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
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+Q3774629
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+Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach
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+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank