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

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+Testing for jumps in a discretely observed process
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+Risk, jumps, and diversification
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+The approximate Euler method for Lévy driven stochastic differential equations
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+Estimating functions for diffusion-type processes
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+Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach
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+Option pricing when underlying stock returns are discontinuous
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