Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1847
@@ Property / arXiv ID: 0908.1847 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Q5447122
@@ Property / cites work: Q5447122 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk, jumps, and diversification
@@ Property / cites work: Risk, jumps, and diversification / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+The approximate Euler method for Lévy driven stochastic differential equations
+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 jumps when asset prices are observed with noise -- a ``swap variance'' approach
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q3511651
@@ Property / cites work: Q3511651 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2116596244
@@ Property / OpenAlex ID: W2116596244 / rank @@
+Normal rank