Pages that link to "Item:Q1753059"
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The following pages link to Testing for jumps and jump intensity path dependence (Q1753059):
Displaying 10 items.
- Rate-optimal tests for jumps in diffusion processes (Q379937) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Long memory behavior of returns after intraday financial jumps (Q1619836) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Lack of Fit Test for Infinite Variation Jumps at High Frequencies (Q4626679) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)