Pages that link to "Item:Q535202"

The following pages link to Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202):

Displaying 24 items.

• On simulation of tempered stable random variates (Q61358) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
• How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• On the jump activity index for semimartingales (Q738115) (← links)
• Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
• Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
• Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
• Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
• Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
• Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
• Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• The fine structure of equity-index option dynamics (Q2347729) (← links)
• Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
• Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
• Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
• INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
• Estimating Jump Activity Using Multipower Variation (Q6620838) (← links)
• Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614) (← links)