Pages that link to "Item:Q2388981"
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The following pages link to Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981):
Displayed 14 items.
- Risk, jumps, and diversification (Q292155) (← links)
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Increased correlation among asset classes: are volatility or jumps to blame, or both? (Q308360) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- Do price and volatility jump together? (Q990387) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)