Pages that link to "Item:Q1002155"
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The following pages link to Testing for jumps in a discretely observed process (Q1002155):
Displaying 24 items.
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Stock co-jump networks (Q6150522) (← links)
- From Markov processes to semimartingales (Q6168534) (← links)
- Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
- Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Data-driven reconstruction of stochastic dynamical equations based on statistical moments (Q6559261) (← links)
- Multivariate elliptic processes (Q6573276) (← links)
- Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
- Systematic jump risk (Q6620071) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)
- Jumps or Staleness? (Q6626220) (← links)
- Tests for Jumps in Yield Spreads (Q6626261) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)
- Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)
- An unbounded intensity model for point processes (Q6664619) (← links)
- A hypothesis test for the domain of attraction of a random variable (Q6670336) (← links)