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2208.07453
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Estimation of mixed fractional stable processes using high-frequency data
15 August 2022
Fabian Mies
M. Podolskij
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ArXiv (abs)
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Papers citing
"Estimation of mixed fractional stable processes using high-frequency data"
2 / 2 papers shown
Title
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
Elise Bayraktar
Emmanuelle Clément
105
0
0
31 Jul 2024
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
84
5
0
21 Jul 2022
1