INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484)
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scientific article; zbMATH DE number 7131186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS |
scientific article; zbMATH DE number 7131186 |
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INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (English)
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18 November 2019
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parametric inference procedures
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large panels of noisy option data
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process of pure-jump type
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high-frequency return data
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