Estimating the degree of activity of jumps in high frequency data (Q834337): Difference between revisions

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+Fisher's Information for Discretely Sampled Lvy Processes
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+Testing for jumps in a discretely observed process
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+Q3276933
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+Perpetual American Options Under Lévy Processes
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+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
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+A simple general approach to inference about the tail of a distribution
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+Q4778955
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+Analyzing the Fine Structure of Continuous Time Stochastic Processes
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+Q3717907
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