Pages that link to "Item:Q3095175"
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The following pages link to Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175):
Displaying 4 items.
- A specification test of stochastic diffusion models (Q385188) (← links)
- Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
