1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Jia Li, Viktor Todorov, George Tauchen, “Robust Jump Regressions”, Journal of the American Statistical Association, 112, no. 517, 2017, 332  crossref
  2. Ernst Eberlein, Christoph Gerhart, “A multiple-curve Lévy forward rate model in a two-price economy”, Quantitative Finance, 18, no. 4, 2018, 537  crossref
  3. Claudia Ceci, Katia Colaneri, “The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness”, Appl Math Optim, 69, no. 1, 2014, 47  crossref
  4. P. Di Tella, H.-J. Engelbert, “Martingale representation in progressively enlarged Lévy filtrations”, Stochastics, 94, no. 2, 2022, 311  crossref
  5. Z. Merrick Li, Oliver B. Linton, “A ReMeDI for Microstructure Noise”, SSRN Journal, 2021  crossref
  6. Mátyás Barczy, Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap, “Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations”, Statistics, 53, no. 3, 2019, 533  crossref
  7. Erindi Allaj, “Realized Volatility Estimator Under Liquidity Constraints”, SSRN Journal, 2019  crossref
  8. Imma Valentina Curato, Robert Stelzer, Bennet Ströh, “Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields”, Ann. Appl. Probab., 32, no. 3, 2022  crossref
  9. Anthony Réveillac, “Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets”, Stochastic Analysis and Applications, 27, no. 1, 2009, 51  crossref
  10. Eduard Kromer, Ludger Overbeck, Jasmin A.L. RRder, “Path-Dependent Backward Stochastic Differential Equations with Jumps”, SSRN Journal, 2015  crossref
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