Pages that link to "Item:Q5493536"
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The following pages link to A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536):
Displaying 50 items.
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Convergence of some random functionals of discretized semimartingales (Q1932225) (← links)
- Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales (Q1940236) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← 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 remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- On a set of data for the membrane potential in a neuron (Q2643360) (← links)
- Limit theorems for bipower variation of semimartingales (Q2654158) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- Statistical Inference and Malliavin Calculus (Q2904869) (← links)
- (Q2992236) (← links)
- LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- Detecting and modelling the jump risk of CO<sub>2</sub>emission allowances and their impact on the valuation of option on futures contracts (Q5001169) (← 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)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
