Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310): Difference between revisions

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+https://doi.org/10.5556/j.tkjm.52.2021.3497
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+Realized power variation and stochastic volatility models
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+Q4778955
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+Q4274285
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+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Testing for jumps in a discretely observed process
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+Q5493536
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+A note on the central limit theorem for bipower variation of general functions
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+Limit theorems for multipower variation in the presence of jumps
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+Q5754578
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+Publication:5029310