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1603.05700
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Local Parametric Estimation in High Frequency Data
17 March 2016
Yoann Potiron
P. Mykland
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Papers citing
"Local Parametric Estimation in High Frequency Data"
2 / 2 papers shown
Title
Statistical inference for the doubly stochastic self-exciting process
Simon Clinet
Yoann Potiron
25
13
0
20 Jul 2016
Quarticity and other functionals of volatility: Efficient estimation
J. Jacod
M. Rosenbaum
55
123
0
16 Jul 2012
1
