Testing whether jumps have finite or infinite activity (Q638809): Difference between revisions

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+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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+Testing whether jumps have finite or infinite activity
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+Spectral estimation of the fractional order of a Lévy process
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+Hyperbolic distributions in finance
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+Q4778955
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+Microstructure noise in the continuous case: the pre-averaging approach
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+Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Activity signature functions for high-frequency data analysis
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