Pages that link to "Item:Q292014"

The following pages link to Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014):

Displaying 9 items.

• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
• Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Pricing of the time-change risks (Q543799) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Infinite divisibility for stochastic processes and time change (Q867076) (← links)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
• High resolution simulation of nonstationary Gaussian random fields (Q1659084) (← links)