8 results
On the minimal number of driving Lévy motions in a multivariate price model
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- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
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- 16 November 2018, pp. 823-833
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- September 2018
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Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 901-914
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- December 2012
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Asymptotic properties of power variations of Lévy processes
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- ESAIM: Probability and Statistics / Volume 11 / June 2007
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- 19 June 2007, pp. 173-196
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- June 2007
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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- Econometric Theory / Volume 22 / Issue 4 / August 2006
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- 23 May 2006, pp. 677-719
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Diffusions with measurement errors. II. Optimal estimators
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- ESAIM: Probability and Statistics / Volume 5 / 2001
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- 15 August 2002, pp. 243-260
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- 2001
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Diffusions with measurement errors. I. Local Asymptotic Normality
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- ESAIM: Probability and Statistics / Volume 5 / 2001
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- 15 August 2002, pp. 225-242
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- 2001
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On the construction of a Markov process up to a change of time
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- Advances in Applied Probability / Volume 12 / Issue 2 / June 1980
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- 01 July 2016, p. 271
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- June 1980
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Two dependent Poisson processes whose sum is still a Poisson process
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- Journal of Applied Probability / Volume 12 / Issue 1 / March 1975
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- 14 July 2016, pp. 170-172
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- March 1975
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