Pages that link to "Item:Q2343966"
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The following pages link to Testing for pure-jump processes for high-frequency data (Q2343966):
Displaying 27 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (Q2159689) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates (Q3387069) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function (Q5075487) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)