On the jump activity index for semimartingales (Q738115): Difference between revisions

@@ Property / cites work @@
+Volatility estimators for discretely sampled Lévy processes
+Normal rank
@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
+Normal rank
@@ Property / cites work @@
+Power Variation and Time Change
@@ Property / cites work: Power Variation and Time Change / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo option pricing for tempered stable (CGMY) processes
+Normal rank
@@ Property / cites work @@
+Activity signature functions for high-frequency data analysis
+Normal rank
@@ Property / cites work @@
+Limit theorems for power variations of pure-jump processes with application to activity estima\-tion
+Normal rank
@@ Property / cites work @@
+Analyzing the Fine Structure of Continuous Time Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric inference of discretely sampled stable Lévy processes
+Normal rank