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Search: subject:"Blumenthal–Getoor index"
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Blumenthal-Getoor index
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
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A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
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