Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for jump diffusion processes with discrete observations on a fixed time interval. (English) Zbl 07698955 J. Stat. Plann. Inference 225, 1-28 (2023). MSC: 60H07 60J76 62F12 62M05 PDFBibTeX XMLCite \textit{N. K. Tran} and \textit{H.-L. Ngo}, J. Stat. Plann. Inference 225, 1--28 (2023; Zbl 07698955) Full Text: DOI
Masuda, Hiroki; Uehara, Yuma Estimating diffusion with compound Poisson jumps based on self-normalized residuals. (English) Zbl 1477.62113 J. Stat. Plann. Inference 215, 158-183 (2021). MSC: 62G10 60J60 60J76 PDFBibTeX XMLCite \textit{H. Masuda} and \textit{Y. Uehara}, J. Stat. Plann. Inference 215, 158--183 (2021; Zbl 1477.62113) Full Text: DOI arXiv
Park, Sang-Hyeon; Lee, Kiseop Informed traders’ hedging with news arrivals. (English) Zbl 1337.91111 J. Stat. Plann. Inference 175, 1-10 (2016). MSC: 91G20 60G48 PDFBibTeX XMLCite \textit{S.-H. Park} and \textit{K. Lee}, J. Stat. Plann. Inference 175, 1--10 (2016; Zbl 1337.91111) Full Text: DOI