Pages that link to "Item:Q2630154"
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The following pages link to Activity signature functions for high-frequency data analysis (Q2630154):
Displayed 18 items.
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Is Brownian motion necessary to model high-frequency data? (Q605940) (← links)
- Testing whether jumps have finite or infinite activity (Q638809) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)