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Quarticity and other functionals of volatility: Efficient estimation

Type: Journal Paper

Author : Jacod, Jean - Rosenbaum, Mathieu

Publisher: The Institute of Mathematical Statistics

Year: 2013

A test for the rank of the volatility process: The random perturbation approach

Type: Journal Paper

Author : Jacod, Jean - Podolskij, Mark

Publisher: The Institute of Mathematical Statistics

Year: 2013

Generalized Birnbaumâ€“Saunders kernel density estimators and an analysis of financial data

Type: Journal Paper

Year: 2013

Inference on the Lévy measure in case of noisy observations

Type: Journal Paper

Author : Vetter, Mathias

Publisher: Elsevier Science

Year: 2014

[Copyright notice]

Type: Conference Paper

Publisher: IEEE

Year: 2014

A study on the KAU coconut husking tool

Type: Conference Paper

Author : Varghese, A. , Jacob, J.

Publisher: IEEE

Year: 2014

Sensitivity analysis of optimal transmission capacity reservation for cross-border exchange of reserve capacity in Northern Europe

Type: Conference Paper

Author : Gebrekiros, Y. , Doorman, G. , Jaehnert, S.

Publisher: IEEE

Year: 2014

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Quarticity and other functionals of volatility: Efficient estimation

A test for the rank of the volatility process: The random perturbation approach

Generalized Birnbaumâ€“Saunders kernel density estimators and an analysis of financial data

Inference on the Lévy measure in case of noisy observations

[Copyright notice]

A study on the KAU coconut husking tool

Sensitivity analysis of optimal transmission capacity reservation for cross-border exchange of reserve capacity in Northern Europe

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Quarticity and other functionals of volatility: Efficient estimation

A test for the rank of the volatility process: The random perturbation approach

Generalized Birnbaumâ€“Saunders kernel density estimators and an analysis of financial data

Inference on the Lévy measure in case of noisy observations

[Copyright notice]

A study on the KAU coconut husking tool

Sensitivity analysis of optimal transmission capacity reservation for cross-border exchange of reserve capacity in Northern Europe