Pages that link to "Item:Q2476289"
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The following pages link to Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Estimation of the instantaneous volatility (Q411549) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Is Brownian motion necessary to model high-frequency data? (Q605940) (← links)
- New tests for jumps in semimartingale models (Q625314) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Testing for jumps in a discretely observed process (Q1002155) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
