Pages that link to "Item:Q738034"
From MaRDI portal
The following pages link to Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034):
Displayed 9 items.
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)