ResearchTrend.AI
Estimation of mixed fractional stable processes using high-frequency data

Estimation of mixed fractional stable processes using high-frequency data

Fabian Mies
M. Podolskij
ArXiv (abs)PDFHTML

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
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
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
84
5
0
21 Jul 2022