Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058): Difference between revisions

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+https://doi.org/10.1007/978-3-319-25826-3_15
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+W2256006675
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+Fisher's Information for Discretely Sampled Lvy Processes
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+Limit theorems for multipower variation in the presence of jumps
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+An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
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+Efficient estimation of integrated volatility in presence of infinite variation jumps
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+A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
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+The speed of convergence of the threshold estimator of integrated variance
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+The Realized Laplace Transform of Volatility
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+Limit theorems for bipower variation of semimartingales
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