Pages that link to "Item:Q1431540"
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The following pages link to Realized power variation and stochastic volatility model (Q1431540):
Displayed 4 items.
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)