Pages that link to "Item:Q829093"
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The following pages link to Trading-flow assisted estimation of the jump activity index (Q829093):
Displaying 5 items.
- Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)