Author:
Corsi Fulvio,Pirino Davide,Renò Roberto
Subject
Applied Mathematics,Economics and Econometrics
Reference63 articles.
1. Handbook of Mathematical Functions;Abramowitz,1965
2. Disentangling diffusion from jumps;Aït-Sahalia;Journal of Financial Economics,2004
3. Testing for jumps in a discretely observed process;Aït-Sahalia;Annals of Statistics,2009
4. Out of sample forecasts of quadratic variation;Aït-Sahalia;Journal of Econometrics,2008
5. An empirical investigation of continuous-time equity return models;Andersen;Journal of Finance,2002
Cited by
432 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献