Statistical estimation of Lévy-type stochastic volatility models (Q470521): Difference between revisions

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+Estimating the degree of activity of jumps in high frequency data
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+Processes of normal inverse Gaussian type
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+Stochastic Volatility for Lévy Processes
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+The Variance Gamma Process and Option Pricing
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+Variations and Hurst index estimation for a Rosenblatt process using longer filters
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Financial Modelling with Jump Processes
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+Hyperbolic distributions in finance
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+Nonparametric estimation of time-changed Lévy models under high-frequency data
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+Q4509488
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+Remarks on deviation inequalities for functions of infinitely divisible random vectors
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+Variational Sums for Additive Processes
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+Q4039796
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+Processes that can be embedded in Brownian motion
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+Maximum likelihood estimation of the double exponential jump-diffusion process
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+Q4937701
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+Inference in Lévy-type stochastic volatility models
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