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Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C. - 2003
Persistent link: https://www.econbiz.de/10009581651
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Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C. - 2003
Persistent link: https://www.econbiz.de/10009581654
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Variational sums and power variation : a unifying approach to model selection and estimation in semimartingale models
Woerner, Jeannette H. C. - 2002
Persistent link: https://www.econbiz.de/10009581659
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Noncooperative oligopoly in markets with a continuum of traders : a limit theorem a ̀la Cournot
Busetto, Francesca; Codognato, Giulio; Ghosal, Sayantan - 2014
Persistent link: https://www.econbiz.de/10010346574
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Efficiency in large markets with firm heterogeneity
Dhingra, Swati; Morrow, John - 2017
Persistent link: https://www.econbiz.de/10011737801