Pages that link to "Item:Q453304"
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The following pages link to Nonparametric tests for pathwise properties of semimartingales (Q453304):
Displayed 16 items.
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Efficient learning via simulation: a marginalized resample-move approach (Q2442455) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298) (← 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)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)