The following pages link to Semimartingale: Itô or not ? (Q1683817):
Displaying 4 items.
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)