8

Modeling high-frequency financial data by pure jump processes

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
15

Testing for diffusion in a discretely observed semimartingale

Year:
2010
Language:
english
File:
PDF, 455 KB
english, 2010
22

On the jump activity index for semimartingales

Year:
2012
Language:
english
File:
PDF, 443 KB
english, 2012
41

Testing for pure-jump processes for high-frequency data

Year:
2015
Language:
english
File:
PDF, 755 KB
english, 2015
47

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.83 MB
english, 2012
48

Sure screening by ranking the canonical correlations

Year:
2017
Language:
english
File:
PDF, 734 KB
english, 2017