Do price and volatility jump together? (Q990387): Difference between revisions

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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+.4990
@@ Property / arXiv ID: 1010.4990 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating functions for diffusion-type processes
@@ Property / cites work: Estimating functions for diffusion-type processes / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for common arrivals of jumps for discretely observed multidimensional processes
+Normal rank
@@ Property / cites work @@
+Inference for Continuous Semimartingales Observed at High Frequency
+Normal rank
@@ Property / cites work @@
+Volatility Jumps
@@ Property / cites work: Volatility Jumps / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2082398388
@@ Property / OpenAlex ID: W2082398388 / rank @@
+Normal rank