Affiliation:
1. Freie Universität Berlin; Germany
Funder
Deutsche Forschungsgemeinschaft
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference41 articles.
1. Analyzing the spectrum of asset returns: jump and volatility components in high frequency data;Aït-Sahalia;J. Econ. Lit.,2012
2. No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications;Andersen;J. Econmetr.,2007
3. Andersson , M. Hofmann , B. 2009 Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeter. Working Paper 1098
4. Power and bipower variation with stochastic volatility and jumps;Barndorff-Nielsen;J. Finan. Econmetr.,2004
5. Adaptive linear step-up procedures that control the false discovery rate;Benjamini;Biometrika,2006
Cited by
3 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