Pages that link to "Item:Q4626679"
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The following pages link to Lack of Fit Test for Infinite Variation Jumps at High Frequencies (Q4626679):
Displaying 5 items.
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- Is a pure jump process fitting the high frequency data better than a jump-diffusion process? (Q1926545) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)