Pages that link to "Item:Q625314"
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The following pages link to New tests for jumps in semimartingale models (Q625314):
Displaying 20 items.
- Rate-optimal tests for jumps in diffusion processes (Q379937) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Cojumps and asset allocation in international equity markets (Q1734591) (← links)
- Testing for time-varying jump activity for pure jump semimartingales (Q2012936) (← links)
- High-frequency jump tests: which test should we use? (Q2224890) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Testing for diffusion in a discretely observed semimartingale (Q2511575) (← links)
- The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
- The null hypothesis of (common) jumps in case of irregular and asynchronous observations (Q5136958) (← links)
- Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Jumps or Staleness? (Q6626220) (← links)
- Tests for Jumps in Yield Spreads (Q6626261) (← links)
