Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
| Author: | Jean Jacod, Claudia Klüppelberg, Gernot MüllerGND |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/55446 |
| ISSN: | 0021-9002OPAC |
| ISSN: | 1475-6072OPAC |
| Parent Title (English): | Journal of Applied Probability |
| Publisher: | Cambridge University Press (CUP) |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2012 |
| Release Date: | 2019/06/04 |
| Tag: | Statistics, Probability and Uncertainty; Statistics and Probability; General Mathematics |
| Volume: | 49 |
| Issue: | 4 |
| First Page: | 901 |
| Last Page: | 914 |
| DOI: | https://doi.org/10.1239/jap/1354716647 |
| Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik | |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für Rechnerorientierte Statistik und Datenanalyse |
