Efficient estimation of integrated volatility in presence of infinite variation jumps

29 May 2014

Papers citing "Efficient estimation of integrated volatility in presence of infinite variation jumps"

2 / 2 papers shown

Title
Volatility of Volatility and Leverage Effect from Options Carsten H. Chong Viktor Todorov 11 4 0 06 May 2023
Testing for pure-jump processes for high-frequency data Xinbing Kong Zhi Liu Bing-Yi Jing 22 51 0 02 Apr 2015