Estimating the degree of activity of jumps in high frequency data

21 August 2009

Papers citing "Estimating the degree of activity of jumps in high frequency data"

2 / 2 papers shown

Title
$Spectral estimation of the fractional order of a Lévy process$ Spectral estimation of the fractional order of a Lévy process Denis Belomestny 212 54 0 12 Jan 2010
Testing for jumps in a discretely observed process Yacine Ait-Sahalia J. Jacod 80 596 0 02 Mar 2009