ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 0909.0827
  4. Cited By
Estimation of volatility functionals in the simultaneous presence of
  microstructure noise and jumps

Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

4 September 2009
M. Podolskij
Mathias Vetter
ArXivPDFHTML

Papers citing "Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps"

1 / 1 papers shown
Title
Testing for jumps in a discretely observed process
Testing for jumps in a discretely observed process
Yacine Ait-Sahalia
J. Jacod
70
595
0
02 Mar 2009
1