Testing for Jumps in a Discretely Observed Process
Author:
Publisher
Elsevier BV
Reference22 articles.
1. Telling from discrete data whether the underlying continuous-time model is a diusion;Y A�t-Sahalia;Journal of Finance,2002
2. Disentangling diusion from jumps;Y A�t-Sahalia;Journal of Financial Economics,2004
3. Volatility estimators for discretely sampled L�vy processes;Y A�t-Sahalia;Annals of Statistics,2006
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