v1v2 (latest)

On estimation of quadratic variation for multivariate pure jump semimartingales

6 September 2020

Papers citing "On estimation of quadratic variation for multivariate pure jump semimartingales"

2 / 2 papers shown

Title
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen F. Benth Almut E. D. Veraart 57 0 0 01 Oct 2024
On the estimation of the jump activity index in the case of random observation times Adrian Theopold Mathias Vetter 16 0 0 23 Jun 2022