Quarticity and other functionals of volatility: Efficient estimation

16 July 2012

Papers citing "Quarticity and other functionals of volatility: Efficient estimation"

2 / 2 papers shown

Title
Inference for Volatility Functionals of Multivariate Itô Semimartingales Observed with Jump and Noise Richard Y. Chen 14 4 0 10 Oct 2018
Statistical inference for the doubly stochastic self-exciting process Simon Clinet Yoann Potiron 17 13 0 20 Jul 2016