Pages that link to "Item:Q635940"
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The following pages link to How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940):
Displaying 8 items.
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- (Q5309198) (← links)
- Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)