Nonparametric tests for pathwise properties of semimartingales (Q453304)

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Nonparametric tests for pathwise properties of semimartingales
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    title
    Nonparametric tests for pathwise properties of semimartingales (English)
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    DOI
    10.3150/10-BEJ293
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    author
    Rama Cont
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    Cecilia Mancini
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    published in
    Bernoulli
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    publication date
    19 September 2012
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    Mathematics Subject Classification ID
    62G10
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    60F05
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    60G17
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    60G44
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    60G51
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    zbMATH DE Number
    6083992
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    zbMATH Keywords
    high frequency data
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    jump processes
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    nonparametric tests
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    quadratic variation
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    realized volatility
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    semimartingale
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