Pages that link to "Item:Q2447655"
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The following pages link to Power variation from second order differences for pure jump semimartingales (Q2447655):
Displayed 3 items.
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
