Second-order properties of thresholded realized power variations of FJA additive processes
Crossref DOI link: https://doi.org/10.1007/s11203-019-09198-w
Published Online: 2019-04-04
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Figueroa-López, José E.
Nisen, Jeffrey
Funding for this research was provided by:
National Science Foundation (DMS-1561141, DMS-1613016)
Text and Data Mining valid from 2019-04-04
Article History
Received: 18 July 2018
Accepted: 1 April 2019
First Online: 4 April 2019