Pages that link to "Item:Q982924"
From MaRDI portal
The following pages link to Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924):
Displaying 4 items.
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)