Pages that link to "Item:Q2447655"
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The following pages link to Power variation from second order differences for pure jump semimartingales (Q2447655):
Displaying 16 items.
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- Testing for time-varying jump activity for pure jump semimartingales (Q2012936) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
- Limit theorems for bipower variation of semimartingales (Q2654158) (← links)
- Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (Q4454295) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614) (← links)
