Pages that link to "Item:Q638809"

The following pages link to Testing whether jumps have finite or infinite activity (Q638809):

Displaying 29 items.

• Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
• Testing the local volatility assumption: a statistical approach (Q470421) (← 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)
• Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
• Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
• Testing for self-excitation in jumps (Q1706487) (← links)
• Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
• Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
• High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
• Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
• Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
• COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
• Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
• Testing long memory based on a discretely observed process (Q2362937) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Activity signature functions for high-frequency data analysis (Q2630154) (← links)
• Identifying latent factors based on high-frequency data (Q2688663) (← links)
• Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
• Characterizing financial crises using high-frequency data (Q5079366) (← links)
• Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data (Q5120733) (← links)
• Regulation Risk (Q5140098) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
• Modelling and Prediction of Financial Time Series (Q5419653) (← links)
• Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)
• Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)