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

@@ Property / full work available at URL @@
+https://doi.org/10.5556/j.tkjm.52.2021.3497
+Normal rank
@@ Property / OpenAlex ID @@
+W3188976666
@@ Property / OpenAlex ID: W3188976666 / rank @@
+Normal rank
@@ Property / cites work @@
+Realized power variation and stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Q5493536
@@ Property / cites work: Q5493536 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the central limit theorem for bipower variation of general functions
+Normal rank
@@ Property / cites work @@
+Limit theorems for multipower variation in the presence of jumps
+Normal rank
@@ Property / cites work @@
+Q5754578
@@ Property / cites work: Q5754578 / rank @@
+Normal rank