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~subject:"Estimation theory"
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Estimation theory
Stochastischer Prozess
55
Stochastic process
53
Optionspreistheorie
39
Theorie
38
Option pricing theory
36
Theory
32
Volatilität
29
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Itô semimartingale
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Finanzmathematik
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Itô formula
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Estimation
7
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Ito processes
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Malliavin calculus
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quarticity
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realized volatility
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stable convergence
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Iacus, Stefano Maria
2
Bishwal, Jaya Prakasah Narayan
1
Chen, Dachuan
1
De Gregorio, Alessandro
1
Dovonon, Prosper
1
Jing, Bingyi
1
Kim, Donggyu
1
Kong, Xin-Bing
1
Liu, Zhi
1
Mancini, Cecilia
1
Mykland, Per A.
1
Taamouti, Abderrahim
1
Wang, Yazhen
1
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Journal of econometrics
4
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
2
Algorithmic finance
1
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1
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ECONIS (ZBW)
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1
Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
Saved in:
2
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
3
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
4
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
5
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
6
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
7
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria
;
Yoshida, Nakahiro
-
2009
Persistent link: https://www.econbiz.de/10011751961
Saved in:
8
Pseudo phi-divergence test statistics and multidimensional
Ito
processes
De Gregorio, Alessandro
;
Iacus, Stefano Maria
-
2009
Persistent link: https://www.econbiz.de/10011751962
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