Pages that link to "Item:Q2476289"

The following pages link to Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289):

Displayed 50 items.

• Tempered stable distributions and processes (Q61368) ‎ (← links)
• Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) ‎ (← links)
• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) ‎ (← links)
• Inference theory for volatility functional dependencies (Q284294) ‎ (← links)
• Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) ‎ (← links)
• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) ‎ (← links)
• Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) ‎ (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) ‎ (← links)
• Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) ‎ (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) ‎ (← links)
• On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) ‎ (← links)
• Asymptotic lower bounds in estimating jumps (Q395992) ‎ (← links)
• Estimation of the instantaneous volatility (Q411549) ‎ (← links)
• Modeling high-frequency financial data by pure jump processes (Q447825) ‎ (← links)
• Nonparametric tests for pathwise properties of semimartingales (Q453304) ‎ (← links)
• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) ‎ (← links)
• Stochastic volatility and stochastic leverage (Q470516) ‎ (← links)
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) ‎ (← links)
• Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) ‎ (← links)
• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) ‎ (← links)
• Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) ‎ (← links)
• Subsampling high frequency data (Q530605) ‎ (← links)
• Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) ‎ (← links)
• The speed of convergence of the threshold estimator of integrated variance (Q544491) ‎ (← links)
• Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) ‎ (← links)
• Power variation of fractional integral processes with jumps (Q552984) ‎ (← links)
• Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) ‎ (← links)
• Is Brownian motion necessary to model high-frequency data? (Q605940) ‎ (← links)
• New tests for jumps in semimartingale models (Q625314) ‎ (← links)
• How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) ‎ (← links)
• Stationary infinitely divisible processes (Q642197) ‎ (← links)
• Multipower variation for Brownian semistationary processes (Q654402) ‎ (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) ‎ (← links)
• Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) ‎ (← links)
• Realised quantile-based estimation of the integrated variance (Q736690) ‎ (← links)
• Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) ‎ (← links)
• Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) ‎ (← links)
• Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) ‎ (← links)
• Realized jumps on financial markets and predicting credit spreads (Q737268) ‎ (← links)
• A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) ‎ (← links)
• Testing and detecting jumps based on a discretely observed process (Q738031) ‎ (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) ‎ (← links)
• On the jump activity index for semimartingales (Q738115) ‎ (← links)
• A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) ‎ (← links)
• Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) ‎ (← links)
• Bipower-type estimation in a noisy diffusion setting (Q841480) ‎ (← links)
• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) ‎ (← links)
• Limit theorems for moving averages of discretized processes plus noise (Q973875) ‎ (← links)
• Testing for jumps in a discretely observed process (Q1002155) ‎ (← links)
• Estimation of quadratic variation for two-parameter diffusions (Q1016633) ‎ (← links)