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Volatility estimation and inference in the presence of jumps

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Bibliographic Details
Title: Volatility estimation and inference in the presence of jumps
Authors: Veraart, Almut Elisabeth Dorothea
Committee Members: Shephard, Neil; Winkel, Matthias
URL: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670107
Database: OpenDissertations
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An: ddu.oai.ethos.bl.uk.670107
AccessLevel: 6
PubType: Dissertation/ Thesis
PubTypeId: dissertation
PreciseRelevancyScore: 0
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RecordInfo BibRecord:
  BibEntity:
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: 519.5
        Type: general
      – SubjectFull: Stochastic processes ; Mathematical statistics ; Jump processes ; Finance--Statistical methods
        Type: general
    Titles:
      – TitleFull: Volatility estimation and inference in the presence of jumps
        Type: main
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          Name:
            NameFull: Veraart, Almut Elisabeth Dorothea
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2007
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