An Improved Test for Continuous Local Martingales (Q2792264): Difference between revisions

@@ Property / author @@
-Owen Dafydd Jones
@@ Property / author: Owen Dafydd Jones / rank @@
-Normal rank
@@ Property / author @@
+Owen Dafydd Jones
@@ Property / author: Owen Dafydd Jones / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59200168
@@ Property / Wikidata QID: Q59200168 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2013.788709
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+W1995078842
@@ Property / OpenAlex ID: W1995078842 / rank @@
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@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
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+No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications
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+A Criterion for Testing the Hypothesis that Two Samples are from the Same Population
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+ON CONTINUOUS MARTINGALES
@@ Property / cites work: ON CONTINUOUS MARTINGALES / rank @@
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A characterisation of, and hypothesis test for, continuous local martingales
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+A Jump-Diffusion Model for Option Pricing
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+First passage times of a jump diffusion process
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+Realized Volatility: A Review
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+A Test for Randomness
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+A Runs Test Based on Run Lengths
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+TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE
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+An equilibrium characterization of the term structure
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+On a Test Whether Two Samples are from the Same Population
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@@ links / mardi / name / links / mardi / name @@
+Publication:2792264