Pages that link to "Item:Q744376"
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The following pages link to Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376):
Displayed 4 items.
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)