The fine structure of equity-index option dynamics (Q2347729): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Is Brownian motion necessary to model high-frequency data?
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+Stochastic Volatility for Lévy Processes
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Microstructure noise in the continuous case: the pre-averaging approach
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+Limit theorems for moving averages of discretized processes plus noise
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Small-Time Asymptotics of Option Prices and First Absolute Moments
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+Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
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+Q4937701
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+Power variation from second order differences for pure jump semimartingales
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+Activity signature functions for high-frequency data analysis
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+Limit theorems for power variations of pure-jump processes with application to activity estima\-tion
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+Volatility Jumps
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+Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies
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