AAAAAA

   
Results: 1-2 |
Results: 2
Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation
Authors: Jacod, Jean Todorov,Viktor
Citation: Jacod, Jean et Todorov,viktor, Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation, Annals of applied probability , 28(1), 2018, pp. 511-576
Do price and volatility jump together?
Authors: Jacod, Jean Todorov,Viktor
Citation: Jacod, Jean et Todorov,viktor, Do price and volatility jump together?, Annals of applied probability , 20(4), 2010, pp. 1425-1469
Risultati: 1-2 |