Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
0909.0827
Cited By
Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
4 September 2009
M. Podolskij
Mathias Vetter
Re-assign community
ArXiv
PDF
HTML
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
Yacine Ait-Sahalia
J. Jacod
70
595
0
02 Mar 2009
1