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2009.02786
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On estimation of quadratic variation for multivariate pure jump semimartingales
6 September 2020
Johannes Heiny
M. Podolskij
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Papers citing
"On estimation of quadratic variation for multivariate pure jump semimartingales"
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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
1