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 50 items.
- Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
- The effect of infrequent trading on detecting price jumps (Q1633220) (← links)
- Wasserstein and total variation distance between marginals of Lévy processes (Q1657964) (← links)
- Semimartingale: Itô or not ? (Q1683817) (← links)
- `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Modeling financial intraday jump tail contagion with high frequency data using mutually exciting Hawkes process (Q2188020) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- High-frequency jump tests: which test should we use? (Q2224890) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
