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Found 9 Documents (Results 1–9)

Multipower variation and stochastic volatility. (English) Zbl 1144.60314

Grosshinho, Maria do Rosário (ed.) et al., Stochastic finance. Selected papers based on the presentations at the international conference on stochastic finance 2004, Lisbon, Portugal, September 26–30, 2004. New York, NY: Springer (ISBN 0-387-28262-9/hbk). 73-82 (2006).
MSC:  60H30 91G70 60H10
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Are there discontinuities in financial prices? (English) Zbl 1270.91104

Davison, Anthony C. (ed.) et al., Celebrating statistics. Papers in honour of Sir David Cox on the occasion of his 80th birthday. Invited papers presented at the conference, Neuchâtel, Switzerland, July 14–17, 2004. Oxford: Oxford University Press (ISBN 0-19-856654-9/hbk). Oxford Statistical Science Series 33, 213-231 (2005).
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