Volatility occupation times (Q385768): Difference between revisions

@@ Property / author @@
-Jia Li
@@ Property / author: Jia Li / rank @@
-Normal rank
@@ Property / author @@
-George Tauchen
@@ Property / author: George Tauchen / rank @@
-Normal rank
@@ Property / author @@
+Jia Li
@@ Property / author: Jia Li / rank @@
+Normal rank
@@ Property / author @@
+George Tauchen
@@ Property / author: George Tauchen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 62G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6237598
@@ Property / zbMATH DE Number: 6237598 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local approximations
@@ Property / zbMATH Keywords: local approximations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spot variance
@@ Property / zbMATH Keywords: spot variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantiles
@@ Property / zbMATH Keywords: quantiles / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric estimation
@@ Property / zbMATH Keywords: nonparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-frequency data
@@ Property / zbMATH Keywords: high-frequency data / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4667
@@ Property / arXiv ID: 1309.4667 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+On the continuity of local times of Borel right Markov processes
+Normal rank
@@ Property / cites work @@
+On estimating the diffusion coefficient from discrete observations
+Normal rank
@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Quarticity and other functionals of volatility: efficient estimation
+Normal rank
@@ Property / cites work @@
+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+The distribution of Brownian quantiles
@@ Property / cites work: The distribution of Brownian quantiles / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3104498715
@@ Property / OpenAlex ID: W3104498715 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:385768