Works matching IS 14798409 AND DT 2018 AND VI 16 AND IP 4

Results: 7

Editorial.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 4, p. 523, doi. 10.1093/jjfinec/nby027

By:

Bandi, Federico M;
Patton, Andrew J

Publication type:

Article

Comment on: Limit of Random Measures Associated with the Increments of a Brownian SemimartingaleAsymptotic behavior of local times related statistics for fractional Brownian motion.

Published in:

2018

By:

Podolskij, Mark;
Rosenbaum, Mathieu

Publication type:

Letter to the Editor

Fractionally Integrated COGARCH Processes.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 4, p. 599, doi. 10.1093/jjfinec/nby020

By:

Haug, Stephan;
Klüppelberg, Claudia;
Straub, German

Publication type:

Article

Efficient Multipowers.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 4, p. 629, doi. 10.1093/jjfinec/nbx018

By:

Kolokolov, Aleksey;
Renò, Roberto

Publication type:

Article

Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale.

Published in:

2018

By:

Li, Jia;
Xiu, Dacheng

Publication type:

Letter to the Editor

Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale.

Published in:

2018

By:

Li, Yingying;
Zheng, Xinghua

Publication type:

Letter to the Editor

Limit of Random Measures Associated with the Increments of a Brownian Semimartingale.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 4, p. 526, doi. 10.1093/jjfinec/nbx021

By:

Jacod, Jean

Publication type:

Article