Optimally thresholded realized power variations for Lévy jump diffusion models
| Autor: | Figueroa-López, José E., Nisen, Jeffrey |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications July 2013 123(7):2648-2677 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Figueroa-López, José E., Nisen, Jeffrey |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications July 2013 123(7):2648-2677 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect