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):
Displaying 11 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← 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)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
