Pages that link to "Item:Q1395938"
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The following pages link to Realized power variation and stochastic volatility models (Q1395938):
Displaying 44 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Power variation of some integral fractional processes (Q850768) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- Convergence of some random functionals of discretized semimartingales (Q1932225) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
- Power variation of multiple fractional integrals (Q2454693) (← links)
- Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
- Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges (Q3302174) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)
- On the convergence of two types of estimators of quadratic variation (Q6182335) (← links)
- Nonparametric estimation of quadratic variation using high-frequency data (Q6551463) (← links)
- Power variation for Itô integrals with respect to \(\alpha\)-stable processes (Q6573271) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
- Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions (Q6614489) (← links)
- Estimating Jump Activity Using Multipower Variation (Q6620838) (← links)
