Pages that link to "Item:Q625314"

The following pages link to New tests for jumps in semimartingale models (Q625314):

Displayed 10 items.

• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) ‎ (← links)
• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) ‎ (← links)
• Cojumps and asset allocation in international equity markets (Q1734591) ‎ (← links)
• High-frequency jump tests: which test should we use? (Q2224890) ‎ (← links)
• Econometrics of co-jumps in high-frequency data with noise (Q2343752) ‎ (← links)
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) ‎ (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) ‎ (← links)
• Bootstrapping High-Frequency Jump Tests (Q5231507) ‎ (← links)
• ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) ‎ (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) ‎ (← links)