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0812.3538
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Estimation of the instantaneous volatility
18 December 2008
A. Alvarez
Fabien Panloup
M. Pontier
Nicolas Savy
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Papers citing
"Estimation of the instantaneous volatility"
2 / 2 papers shown
Title
Limit theorems for moving averages of discretized processes plus noise
J. Jacod
M. Podolskij
Mathias Vetter
93
112
0
02 Oct 2010
Testing for jumps in a discretely observed process
Yacine Ait-Sahalia
J. Jacod
91
596
0
02 Mar 2009
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