Testing for simultaneous jumps in case of asynchronous observations (Q1750093): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Q5495335
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+Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
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+Econometrics of co-jumps in high-frequency data with noise
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+Central limit theorems for realized volatility under hitting times of an irregular grid
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+Irregular sampling and central limit theorems for power variations: the continuous case
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+On covariance estimation of non-synchronously observed diffusion processes
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+Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
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+Nonsynchronous covariation process and limit theorems
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
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+Q4778955
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+Testing for common arrivals of jumps for discretely observed multidimensional processes
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+Do price and volatility jump together?
@@ Property / cites work: Do price and volatility jump together? / rank @@
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+IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
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+Q4913195
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+Q4435813
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+Volatility Jumps
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+A note on central limit theorems for quadratic variation in case of endogenous observation times
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